  Aims: We analyze INTEGRAL-ISGRI data in order to probe the hard X-ray
emission (above 20 keV) from point sources in the Cyg OB2 region and to
investigate the putative non-thermal high-energy emission from early-type stars
(Wolf-Rayet and O-type stars). Among the targets located in the field of view,
we focus on the still unidentified EGRET source 3EG 2033+4118 that may be
related to massive stars known to produce non-thermal emission in the radio
domain, and on the wide colliding-wind binary WR 140. Methods: Using a large
set of data obtained with the IBIS-ISGRI imager onboard INTEGRAL, we run the
OSA software package in order to find point sources in the fully coded field of
view of the instrument. Results: Our data do not allow the detection of a
lower-energy counterpart of 3EG J2033+4118 nor of any other new point sources
in the field of view, and we derive upper limits on the high-energy flux for a
few targets: 3EG J2033+4118, TeV J2032+4130, WR140, WR146 and WR147. The
results are discussed in the context of the multiwavelength investigation of
these objects. Conclusions: The upper limits derived are valuable constraints
for models aimed at understanding the acceleration of particles in non-thermal
emitting massive stars, and of the still unidentified very-high gamma-ray
source TeV J2032+4130.
