Context: The compact association Cygnus OB2 is known to contain a large population of massive stars, but its total mass is currently a matter of debate. While recent surveys have uncovered large numbers of OB stars in the area around Cyg OB2, detailed study of the optically brightest among them suggests that most are not part of the association. Aims: We observed an additional sample of optically faint OB star candidates, with the aim of checking if more obscured candidates are correspondingly more likely to be members of Cyg OB2. Methods: Low resolution spectra of 9 objects allow the rejection of one foreground star and the selection of four O-type stars, which were later observed at higher resolution. In a subsequent run, we observed three more stars in the classification region and three other stars in the far red. Results: We identify five (perhaps six) new evolved very massive stars and three main sequence O-type stars, all of which are likely to be members of Cyg OB2. The new findings allow a much better definition of the upper HR diagram, suggesting an age ~2.5 Myr for the association and hinting that the O3-5 supergiants in the association are blue stragglers, either younger or following a different evolutionary path from other cluster members. Though the bulk of the early stars seems to belong to an (approximately) single-age population, there is ample evidence for the presence of somewhat older stars at the same distance. Conclusions: Our results suggest that, even though Cyg OB2 is unlikely to contain as many as 100 O-type stars, it is indeed substantially more massive than was thought prior to recent infrared surveys. Figure [see full textsee full textsee full textsee full textsee full textsee full textsee full text] and Table [see full textsee full textsee full textsee full textsee full textsee full textsee full text] are only available in electronic form at http://www.aanda.org