Using 8 telescopes in the northern and southern hemispheres, plus archival data from two on-line sky surveys, we performed a systematic optical spectroscopic study of 39 putative counterparts of unidentified or poorly studied INTEGRAL sources in order to determine or at least better assess their nature. This was implemented within the framework of our campaign to reveal the nature of newly-discovered and/or unidentified sources detected by INTEGRAL. Our results show that 29 of these objects are active galactic nuclei (13 of which are of Seyfert 1 type, 15 are Seyfert 2 galaxies and one is possibly a BL Lac object) with redshifts between 0.011 and 0.316, 7 are X-ray binaries (5 with high-mass companions and 2 with low-mass secondaries), one is a magnetic cataclysmic variable, one is a symbiotic star and one is possibly an active star. Thus, the large majority (74%) of the identifications in this sample belongs to the AGN class. When possible, the main physical parameters for these hard X-ray sources were also computed using the multiwavelength information available in the literature. These identifications further underscore the importance of INTEGRAL in studying the hard X-ray spectra of all classes of X-ray emitting objects, and the effectiveness of a strategy of multi-catalogue cross-correlation plus optical spectroscopy to securely pinpoint the actual nature of still unidentified hard X-ray sources.