  In this paper we extend a so called frame-like formulation of massless high
spin particles to massive case. We start with two explicit examples of massive
spin 2 and spin 3 particles and then construct gauge invariant description for
arbitrary integer spin case. Similarly, for the fermionic case we start with
first non-trivial example -- massive spin 5/2 particle and then construct gauge
invariant description for arbitrary half-integer spin case. In all cases we
consider massive particles in (A)dS spaces with arbitrary cosmological constant
(including flat Minkowski space) and this allows one to investigate all
possible massless and partially massless limits for such particles.
