 This phase I trial studies the side effects and best dose of sunitinib malate when given together with hydroxychloroquine in treating patients with advanced solid tumors that have not responded to chemotherapy. Sunitinib malate may stop the growth of tumor cells by blocking some of the enzymes needed for cell growth and by blocking blood flow to the tumor. Hydroxychloroquine may help sunitinib malate work better in treating solid tumors. Giving sunitinib malate together with hydroxychloroquine may kill more tumor cells. 