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.
