This phase III clinical trial is studying ipilimumab or high-dose interferon alfa-2b in treating patients with high-risk stage III or stage IV melanoma that has been removed by surgery. Monoclonal antibodies, such as ipilimumab, can block tumor growth in different ways. Some block the ability of tumor cells to grow and spread. Others find tumor cells and help kill them or carry tumor-killing substances to them. Interferon alfa-2b may interfere with the growth of tumor cells and slow the growth of melanoma and other cancers. It is not yet known whether ipilimumab is more effective then interferon alfa-2b in treating patients with melanoma.