We observed Cyg X-1 contiguously with RXTE over one 5.6-day binary orbit. Many X-ray dips were detected in the X-ray light curves, which lie mostly between orbital phases 0.8 and 1.2 (with phase 0.0 or 1.0 defined as the times of superior conjunction of the black hole), but dips were also seen at other orbital phases. We discovered that the dips fall into two distinct categories, based on their spectral properties. One (common) type exhibits additional energy-dependent attenuation of X-ray emission at the lowest energies during a dip, which is characteristic of photoelectric absorption, but the other type shows nearly energy-independent attenuation up to at least 20 keV. Moreover, the former seems to occur around superior conjunction but the latter almost at the opposite side of the binary orbit (around phase 0.6), based on limited statistics. Therefore, the first type of dips are likely caused by density enhancement in an inhomogeneous wind of the companion star, while the second type might be due to partial obstruction of an extended X-ray emitting region by an optically thick trailing tidal stream. Such a tidal stream has been shown to exist in hydrodynamic simulations of wind accretion in high-mass X-ray binaries. We also made an attempt to quantifying the varying amount of absorbing material along the line of sight over the orbit. The column density does seem to be higher, on average, around superior conjunction, but large uncertainties in the measurements make it difficult to draw any definitive conclusions. ©2001 American Institute of Physics.