Apart from their intrinsic interest as high energy radiation sources, high mass X-ray binaries are integral to the understanding of binary evolution and star formation. By studying them as individual sources at high energies we broaden our understanding of the complex physical processes at work in these systems. Detailed X-ray spectral analysis undertaken in this work reveals the presence of cyclotron features in two sources, enabling a direct measurement of the neutron star magnetic fields. γ-ray timing and spectral analysis of high energy sources in the Small Magellanic Cloud detects a transient X-ray pulsar and provides a measurement of the accretion-induced spin-up of SMC X-1. Another aspect of this work studies the collective properties of Be/X-ray binaries as a population in the Small Magellanic Cloud. This work provides spectral identification of 27 Be/X-ray binary counterparts in the Small Magellanic Cloud and discusses the results in the context of star formation and binary evolution in a low metallicity environment.