Invited talk at the Frascati Workshop 2007, Vulcano, Italy, May 28 - June 2; Multifrequency Behaviour of High Energy Cosmic Sources. 6 pages, 2 figures, 1 table.A new type of high-energy binary systems has been revealed by the INTEGRAL satellite. These sources are in the course of being unveiled by means of multi-wavelength optical, near- and mid-infrared observations. Among these sources, two distinct classes are appearing: the first one is constituted of intrinsically obscured high-energy sources, of which IGR J16318-4848 seems to be the most extreme example. The second one is populated by the so-called supergiant fast X-ray transients, with IGR J17544-2619 being the archetype. We report here on multi-wavelength optical to mid-infrared ob...