I have unexplained shoulder, arm, and neck pain. Done 4 mri's, emg, and x-rays; all neg for causes. Done pt, cortisone/cervical epidural. Help?

Agree with Rheum App. Could be a pain syndrome like fibromyalgia or a complex regional pain syndrome. A good rheumatologic exam is important. Certain medications that are directed to this type of pain may be the solution for you as long as there are no other mechanical reasons for pain, like arthritis.
Seek pain physician. So far the cause of your symptoms has not been diagnosed (or you would be better). To discover the cause, find a physician who can correctly perform diagnostic spinal injections. He/she will listen to the history of your problem and come up with a possible diagnosis. Then a specific structure within the spine can be anesthetized (numbed). If this relieves the pain, you have the answer.
Unexplained pain. I would suggest a battery of blood tests to rule out a rheumatology problem. This can be done by your primary care doctor. Also, a review medications you may be taking. Some of the cholesterol lowering drugs have musculoskeletal side effects.
Myofascial pain? You might have myofascial pain, which is muscle-based pain that can radiate into a limb. Symptoms include aching, burning and stiffness in the neck and shoulder girdle (around the shoulder blade) which can radiate into the arm/hand. It can be caused by whiplash and other injuries. It can be very difficult to treat once it has been present for a long time. A physiatrist can make the diagnosis.
See a rheumatologist. Sounds like the diagnosis is the problem. You need to see a rheumatologist.