We present XMM-Newton observations of four BL Lac objects (1H1219+301, H1426+428, Markarian 501 and PKS 0548-322), which have been found with past X-ray missions to contain evidence of broad soft X-ray absorption features. Observations with the high resolution Reflection Grating Spectrometers on XMM-Newton provide the best chance yet of investigating these features. No broad absorption features are observed in any of the objects. Neither do we find convincing evidence for narrow emission and absorption lines in the RGS spectra. We discuss the history of observations of broad absorption features in these four objects, finding that if the features exist then they must be transient, and that - given the frequency of reported observations of them - we can rule out the existence of transient broad absorption features in these objects at 93% confidence.
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