Cygnus X‐3 is an unusual object. From the time of its discovery over 30 years ago, despite more and more sophisticated studies, its behavior still brings more questions than answers. We have collected all the public Cyg X‐3 RXTE data and divided it into four groups in respect of the shape of the PCA/HEXTE spectrum. The two out of four groups are distinctly different from the widely known spectral states: hard and soft. Furthermore, using XSTAR and on the basis of the BeppoSAX data, attempts have been made to solve the problem of the strong and complex neutral and ionized absorption, referring to the system itself, its close vicinity and the interstellar medium across Galactic plane. © 2004 American Institute of Physics