We present the results of broad band (3-100 keV) observations of several X-ray pulsars with the INTEGRAL and RXTE observatories. We concentrate on the luminosity and energy dependence of the pulse profile and the variations of the cyclotron line energy. In V0332+53 the line energy changes nearly linearly with the source luminosity, while in 4U0115+63 its behavior is more complicated. Strong variations of the pulse profile with the energy and source intensity were found for both of pulsars; in V0332+53 the changes of the pulse profile near the cyclotron line are especially drastic. The preliminary results obtained for Her X-1 and GX 301-2 in a high intensity state show the absence of significant pulse profile changes with the energy. Results and possible emission mechanisms are briefly discussed in terms of theoretical models of accreting pulsars.