We present the results of a spectroscopic search for narrow emission and absorption features in the X-ray spectra of long gamma-ray burst (GRB) afterglows. Using XMM-Newton data, both EPIC and RGS spectra, of six bright (fluence >10^{-7} erg cm^{-2}) and relatively nearby (z=0.54-1.41) GRBs, we performed a blind search for emission or absorption lines that could be related to a high cloud density or metal-rich gas in the environ close to the GRBs. We detected five emission features in four of the six GRBs with an overall statistical significance, assessed through Monte Carlo simulations, of <3.0 sigma. Most of the lines are detected around the observed energy of the oxygen edge at ~0.5 keV, suggesting that they are not related to the GRB environment but are most likely of Galactic origin. No significant absorption features were detected. A spectral fitting with a free Galactic column density (N_H) testing different models for the Galactic absorption confirms this origin because we found an indication of an excess of Galactic N_H in these four GRBs with respect to the tabulated values.
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