We measured the phase-lag spectrum of the high-frequency quasi-periodic oscillations (QPO) in the black hole systems (at QPO frequencies) GRS 1915+105 (35 Hz and 67 Hz), GRO J1655-40 (300 Hz and 450 Hz), XTE J1550-564 (180 Hz and 280 Hz) and IGR J17091-3624 (67 Hz). The lag spectra of the 67-Hz QPO in, respectively, GRS 1915+105 and IGR J17091-3624, and the 450-Hz QPO in GRO J1655-40 are hard (hard photons lag the soft ones) and consistent with each other, with the hard lags increasing with energy. On the contrary, the lags of the 35- Hz QPO in GRS 1915+105 are soft, with the lags becoming softer as the energy increases; the lag spectrum of the 35-Hz QPO is inconsistent with that of the 67-Hz QPO. The lags of the 300-Hz QPO in GRO J1655-40,...