Using archival data from Suzaku, XMM-Newton, and NuSTAR, nine representative Ultra-Luminous X-ray sources (ULXs) in nearby galaxies were studied. Their X-ray spectra were all reproduced with a multi-color disk emission model plus its Comptonization. However, the spectral shapes of individual sources changed systematically depending on the luminosity, and defined three typical spectral states. These states differ either in the ratio between the Comptonizing electron temperature and the innermost disk temperature, or in the product of Compton y-parameter and fraction of the Comptonized disk photons. The luminosity range at which a particular state emerges was found to scatter by a factor of up to 16 among the eight ULXs. By further assuming that the spectral state is uniquely determined by the Eddington ratio, the sample ULXs are inferred to exhibit a similar scatter in their masses. This gives a model-independent support to the interpretation of ULXs in terms of relatively massive black holes. None of the spectra showed noticeable local structures. Especially, no Fe K-shell absorption/emission lines were detected, with upper limits of 30 − 40 eV in equivalent width from the brightest three among the sample; NGC 1313 X-1, Holmberg IX X-1, and IC 342 X-1. These properties disfavor ordinary mass accretion from a massive companion star, and suggest direct Bondi-Hoyle accretion from dense parts of the interstellar medium.