Previous circular polarization observations obtained with the ESO FOcal Reducer low dispersion spectrograpgh at the VLT in 2007-2008 revealed the presence of a weak longitudinal magnetic field on the surface of the optical component of the X-ray binary Cyg X-1, which contains a black hole and an O9.7Iab supergiant on a 5.6 d orbit. In this contribution we report on recently acquired FORS 2 spectropolarimetric observations of Cyg X-1 along with measurements of a few additional high-mass X-ray binaries.