  The Swift Burst Alert Telescope (BAT) is performing a high Galactic latitude
survey in the 14-195 keV band at a flux limit of ~10^{-11} erg cm^{-2} s^{-1},
leading to the discovery of new high energy sources, most of which have not so
far been properly classified. A similar work has also been performed with the
RXTE slew survey leading to the discovery of 68 sources detected above 8 keV,
many of which are still unclassified. Follow-up observations with the Swift
X-ray Telescope (XRT) provide, for many of these objects, source localization
with a positional accuracy of few arcsec, thus allowing the search for optical
counterparts to be more efficient and reliable. We present the results of
optical/X-ray follow-up studies of 11 Swift BAT detections and one AGN detected
in the RXTE Slew Survey, aimed at identifying their counterparts and at
assessing their nature. These data allowed, for the first time, the optical
classification of 8 objects and a distance determination for 3 of them. For
another object, a more refined optical classification than that available in
the literature is also provided. For the remaining sources, optical
spectroscopy provides a characterization of the source near in time to the
X-ray measurement. The sample consists of 6 Seyfert 2 galaxies, 5 Seyferts of
intermediate type 1.2-1.8, and one object of Galactic nature - an Intermediate
Polar (i.e., magnetic) Cataclysmic Variable. Out of the 11 AGNs, 8 (~70%)
including 2 Seyferts of type 1.2 and 1.5, are absorbed with NH > 10^{22}
cm^{-2}. Up to 3 objects could be Compton thick (i.e. NH > 1.5 x 10^{24}
cm^{-2}), but only in one case (Swift J0609.1-8636) does all the observational
evidence strongly suggests this possibility.
