  We have used observations of Cygnus X-1 from the Compton Gamma-Ray
Observatory (CGRO) and BeppoSAX to study the variation in the MeV gamma-ray
emission between the hard and soft spectral states, using spectra that cover
the energy range 20 keV up to 10 MeV. These data provide evidence for
significant spectral variability at energies above 1 MeV. In particular,
whereas the hard X-ray flux decreases during the soft state, the flux at
energies above 1 MeV increases, resulting in a significantly harder gamma-ray
spectrum at energies above 1 MeV. This behavior is consistent with the general
picture of galactic black hole candidates having two distinct spectral forms at
soft gamma-ray energies. These data extend this picture, for the first time, to
energies above 1 MeV. We have used two different hybrid thermal/non-thermal
Comptonization models to fit broad band spectral data obtained in both the hard
and soft spectral states. These fits provide a quantitative estimate of the
electron distribution and allow us to probe the physical changes that take
place during transitions between the low and high X-ray states. We find that
there is a significant increase (by a factor of ~4) in the bolometric
luminosity as the source moves from the hard state to the soft state.
Furthermore, the presence of a non-thermal tail in the Comptonizing electron
distribution provides significant constraints on the magnetic field in the
source region.
