  Massive evolved stars in transition phases, such as Luminous Blue Variables
(LBVs), B[e] Supergiants (B[e]SGs), and Yellow Hypergiants (YHGs), are not well
understood, and yet crucial steps in determining accurate stellar and galactic
evolution models. The circumstellar environments of these stars reveal their
mass-loss history, identifying clues to both their individual evolutionary
status and the connection between objects of different phases. Here we present
a survey of 25 such evolved massive stars (16 B[e]SGs, 6 LBVs, 2 YHGs, and 1
Peculiar Oe star), observed in the K-band with the Spectrograph for INtegral
Field Observation in the Near-Infrared (SINFONI; R = 4500) on the ESO VLT UT4 8
m telescope. The sample can be split into two categories based on spectral
morphology: one group includes all of the B[e]SGs, the Peculiar Oe star, and
two of the LBVs, while the other includes the YHGs and the rest of the LBVs.
The difference in LBV spectral appearance is due to some objects being in a
quiescent phase and some objects being in an active or outburst phase. CO
emission features are found in 13 of our targets, with first time detections
for MWC 137, LHA 120-S 35, and LHA 115-S 65. From model fits to the CO band
heads, the emitting regions appear to be detached from the stellar surface.
Each star with ^12CO features also shows ^13CO emission, signaling an evolved
nature. Based on the level of ^13C enrichment, we conclude that many of the
B[e]SGs are likely in a pre-Red Supergiant phase of their evolution. There
appears to be a lower luminosity limit of log L/L_solar = 5.0 below which CO is
not detected. The lack of CO features in several high luminosity B[e]SGs and
variability in others suggests that they may in fact be LBV candidates,
strengthening the connection between these two very similar transition phases.
