Massive stars profoundly influence the evolution of the Universe, from Galactic dynamics and structure to star formation. They are often found with bound companions. However, our knowledge of O-type multiple systems with periods in the range from years to thousands of years is incomplete due their great distances. We present results from a high angular resolution survey to find angularly resolved companions using the Fine Guidance Sensor (FGS) on the Hubble Space Telescope and using ground-based adaptive optics at Gemini North. We observed 75 O- and early B-type stars in Cyg OB2 and determined that 42% of the sample have at least one companion that meets a statistical criterion for gravitationally bound status. As a case study, we present an examination of high resolution, ultraviolet spectroscopy from Hubble Space Telescope of the photospheric spectrum of the O-supergiant in the massive X-ray binary HDE 226868 = Cyg X-1. We analyzed the ultraviolet and ground-based optical spectra to determine the effective temperature and gravity of the O9.7 Iab supergiant. Using non-LTE, line blanketed, plane parallel models from the TLUSTY grid, we obtain Teff = 28.0 +/- 2.5 kK and log g > 3.00 +/- 0.25, both lower than found in previous studies. The optical spectrum is best fit with models that have enriched He and N abundances. We fit the model spectral energy distribution for this temperature and gravity to the UV, optical, and IR fluxes to determine the angular size of and extinction towards the binary. By assuming that the supergiant rotates synchronously with the orbit, we can use the radius - distance relation to find mass estimates for both components as a function of the distance and the ratio of stellar to Roche radius. Our results indicate masses of 23+8-6 solarmasses for the supergiant and 11+5-3 solarmasses for the black hole. These results agree with subsequent mass estimates Orosz et al. (2011) based on the trigonometric parallax distance measurements of Reid et al. (2011). The results of this survey provide fundamental information on the impact of environment on massive binaries and also the role multiplicity has on massive star formation and evolution.