Massive stars can be found in wide (hundreds to thousands AU) binaries with other massive stars. We use $N$-body simulations to show that any bound cluster should always have approximately one massive wide binary: one will probably form if none are present initially; and probably only one will survive if more than one are present initially. Therefore any region that contains many massive wide binaries must have been composed of many individual subregions. Observations of Cyg OB2 show that the massive wide binary fraction is at least a half (38/74) which suggests that Cyg OB2 had at least 30 distinct massive star formation sites. This is further evidence that Cyg OB2 has always been a large, low-density association. That Cyg OB2 has a normal high-mass IMF for its total mass suggests that however massive stars form they randomly sample the IMF (as the massive stars did not know about each other).