  Steep X-ray spectral slopes, X-ray excesses and preferred spectral energy
breaks in the 01-0.3 MeV range are discussed as the possible consequences of
the photospheric component of the GRB relativistic outflow, and of pair
breakdown in internal shocks leading to comptonization on semirelativistic
electrons or MHD waves. We also discuss the X-ray and UV spectra of GRB
afterglows occuring in a dense environment characteristic of massive stellar
progenitors, including their ability to produce detectable Fe or other metallic
line features.
