Short-range lattice superstructures have been studied with high-energy x-ray diffuse scattering in underdoped, optimally doped, and overdoped $rm (Y,Ca)Ba_2 Cu_3 O_{6+x}$. A new four-unit-cell superstructure was observed in compounds with $xsim 0.95$. Its temperature, doping, and material dependence was used to attribute its origin to short-range oxygen vacancy ordering, rather than electronic instabilities in the $rm CuO_2$ layers. No significant diffuse scattering is observed in YBa$_2$Cu$_4$O$_{8}$. The oxygen superstructures must be taken into account when interpreting spectral anomalies in $rm (Y,Ca)Ba_2 Cu_3 O_{6+x}$.