Abstract. Short review of our 36-year Cyg X-1 study using multi-technique methods and based on our optical photometric, high-resolution spectral and spectropolarimetrical observations. Keywords. Stars: magnetic fields, stars: atmospheres, stars: abundances, accretion disks, techniques: polarimetric, techniques: spectroscopic, techniques: image processing, stars: early-type, stars: individual (Cyg X-1 = HDE 226868=V1357 Cyg), X-rays: binaries Cyg X-1/HDE226868/V1357 Cyg (m V = 9 m ) is an X-ray binary system (the orbital period P = 5.6 d ) whose relativistic component is the first black hole (BH) candidate. The optical component, an O9.7 Iab supergiant, is responsible for about 95% of the system's optical luminosity. The remaining 5% is due to the accretion structure (disc and surrounding gas) near the BH. The intensive investigations of Cyg X-1 are being carried on for 40 years, but a lot of phenomena in the system remain unclear. Here there is a short review of our 36-year Cyg X-1 study using multi-technique methods and based on our optical photometric, high-resolution spectral and spectropolarimetrical observations.The main optical photometric variation (the ellipsoidality effect) was studied in detail with the Roche model. Thirty-six years ago, Bochkarev, Karitskaya & Shakura (1975) used the amplitude A = 0.035 − 0.050 m , the difference in depth minima ∆A < 0.005 m to derive the admissible values of parameters for Cyg X-1: inclination 25 < i < 67; mass ratios 0.2 < q < 0.55; filling factor 0.9 < µ < 1; M o > 17M sun ; 7M sun < M x < 27M sun . It is interesting that very new research (Orosz et al., 2011) has obtained values within our ranges for the parameters. In the frame of the 1994-1998 international campaign "Optical Monitoring of Unique Astrophysical Objects" 2258 UBVR observations of Cyg X-1 were made during 407 nights. The main results are reported by Karitskaya et al. (2000) and Karitskaya et al. (2001). Evidence of irregularities in matter flowing between the components was found. By comparing photoelectric (UBVR) and X-ray ASM/RXTE (3-12 keV) flux variations we found different kinds of variability (orbital variations, various flares, dips, socalled precession period 147/294 days) and a correspondence between optical and Xray variations. Cross-correlation analysis revealed lags of X-ray (2-10 keV) long-term variations in respect to the optical ones (7 d in 1996 and 12 d in 1997-1998). It allowed determining accretion time which is much shorter than with the standard accretion model.The results of Cyg X-1 spectral monitoring are presented in Karitskaya et al. (2003Karitskaya et al. ( , 2005Karitskaya et al. ( , 2006Karitskaya et al. ( , 2007a, Karitskaya et al. (2008). The observations were carried out with the Echelle-spectrographs of the Peak Terskol observatory (altitude 3100 m, North Caucasus) 2 m telescope (spectral resolution R = 13000 or 45000) and BOAO (Korea) 1.8 m telescope (R = 30000) covering most of the optical range. Optical spectral line profile variations were found during the X-ray...