Shakhbazian compact galaxy groups are the most dense configurations known. A few years ago we commenced a detailed spectral and photometric study of these groups. In this paper we present the investigation results of groups ShCG1, ShCG8, ShCG3, and ShCG82. The redshifts of member galaxies, the results of the BVR photometry, the surface-brightness profiles, the curves of isophotal twisting, the estimated masses, luminosities, and the mass-to-luminosity ratios of groups, and also some dynamical parameters, as the radial velocity dispersion and the crossing time are presented. The studied ShCGs consist mostly of elliptical and lenticular galaxies. It is shown that some galaxies in groups are in the process of interaction.