  Results are presented from recent VLBI observations of Cygnus X-1 during
X-ray spectral state changes. Using the EVN in e-VLBI mode and the VLBA with
disk recording, we observed the X-ray binary at very high angular resolution
and studied changes in the compact jets as the source made transitions from
hard X-ray states to softer states. The radio light curves show that these
transitions were accompanied by radio flaring events followed by a quenching of
the radio emission, as expected from the current paradigm for disc-jet coupling
in X-ray binaries. While we see structural changes in the compact jets during
these transitions, there was no evidence for the expected ejection of bright,
relativistically-moving jet knots. However, we find strong evidence that the
jet does not switch off completely in the soft X-ray state of Cygnus X-1, such
that a weak, compact jet persists during this phase of radio quenching.
