High mass X-ray binaries are among the brightest X-ray sources in the Milky Way, as well as in nearby Galaxies. Thanks to their highly variable emissions and complex phenomenology, they have attracted the interest of the high energy astrophysical community since the dawn of X-ray Astronomy. In more recent years, they have challenged our comprehension of physical processes in many more energy bands, ranging from the infrared to very high energies. In this review, we provide a broad but concise summary of the physical processes dominating the emission from high mass X-ray binaries across virtually the whole electromagnetic spectrum. These comprise the interaction of stellar winds with the high gravitational and magnetic fields of compact objects, the behaviour of matter under extreme magnetic and gravity conditions, and the perturbation of the massive star evolutionary processes by presence in a binary system. We highlight the role of the INTEGRAL mission in the discovery of many of the most interesting objects in the high mass X-ray binary class and its contribution in reviving the interest for these sources over the past two decades. We show how the INTEGRAL discoveries have not only contributed to significantly increase the number of high mass X-ray binaries known, thus advancing our understanding of the population as a whole, but also have opened new windows of investigation that stimulated the multi-wavelength approach nowadays common in most astrophysical research fields. We conclude the review by providing an overview of future facilities being planned from the X-ray to the very high energy domain that will hopefully help us in finding an answer to the many questions left open after more than 18 years of INTEGRAL scientific observations.
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