  Using the Keck Planet Imager and Characterizer (KPIC), we obtained
high-resolution (R$\sim$35,000) $K$-band spectra of the four planets orbiting
HR 8799. We clearly detected \water{} and CO in the atmospheres of HR 8799 c,
d, and e, and tentatively detected a combination of CO and \water{} in b. These
are the most challenging directly imaged exoplanets that have been observed at
high spectral resolution to date when considering both their angular
separations and flux ratios. We developed a forward modeling framework that
allows us to jointly fit the spectra of the planets and the diffracted
starlight simultaneously in a likelihood-based approach and obtained posterior
probabilities on their effective temperatures, surface gravities, radial
velocities, and spins. We measured $v\sin(i)$ values of
$10.1^{+2.8}_{-2.7}$~km/s for HR 8799 d and $15.0^{+2.3}_{-2.6}$~km/s for HR
8799 e, and placed an upper limit of $< 14$~km/s of HR 8799 c. Under two
different assumptions of their obliquities, we found tentative evidence that
rotation velocity is anti-correlated with companion mass, which could indicate
that magnetic braking with a circumplanetary disk at early times is less
efficient at spinning down lower mass planets.
