  Cyg OB2 is one of the most massive associations of O-type stars in our
Galaxy. Despite the large interstellar reddening towards Cyg OB2, many studies,
spanning a wide range of wavelengths, have been conducted to more clearly
understand this association. X-ray observations provide a powerful tool to
overcome the effect of interstellar absorption and study the most energetic
processes associated with the stars in Cyg OB2. We analyse XMM-Newton data to
investigate the X-ray and UV properties of massive O-type stars as well as
low-mass pre-main sequence stars in Cyg OB2. We obtained six XMM-Newton
observations of the core of Cyg OB2. In our analysis, we pay particular
attention to the variability of the X-ray bright OB stars, especially the
luminous blue variable candidate Cyg OB2 #12. We find that X-ray variability is
quite common among the stars in Cyg OB2. Whilst short-term variations are
restricted mostly to low-mass pre-main sequence stars, one third of the OB
stars display long-term variations. The X-ray flux of Cyg OB2 #12 varies by
37%, over timescales from days to years, whilst its mean log(L_X/L_bol) amounts
to -6.10. These properties suggest that Cyg OB2 #12 is either an
interacting-wind system or displays a magnetically confined wind. Two other
X-ray bright O-type stars (MT91 516 and CPR2002 A11) display variations that
suggest they are interacting wind binary systems.
