We theoretically analyze the influence of magnetic field on small-signal absorption and gain in a superlattice. We predict a very large and tunable THz gain due to nonlinear cyclotron oscillations in crossed electric and magnetic fields. In contrast to Bloch gain, here the superlattice is in an electrically stable state. We also find that THz Bloch gain can be significantly enhanced with a perpendicular magnetic field. If the magnetic field is tilted with respect to the superlattice axis, the usually unstable Bloch gain profile becomes stable in the vicinity of Stark-cyclotron resonances.