We present the results of the XMM-Newton observations of five hard X-ray emitters: IGR J08262-3736, IGR J17354-3255, IGR J16328-4726, SAX J1818.6-1703, and IGR J17348-2045. The first source is a confirmed supergiant high mass X-ray binary, the following two are candidates supergiant fast X-ray transients, SAX J1818.6-1703 is a confirmed supergiant fast X-ray transient and IGR J17348-2045 is one of the still unidentified objects discovered with INTEGRAL. The XMM-Newton observations permitted the first detailed soft X-ray spectral and timing study of IGR J08262-3736 and provided further support in favor of the association of IGR J17354-3255 and IGR J16328-4726 with the supergiant fast X-ray transients. SAX J1818.6-1703 was not detected by XMM-Newton, thus supporting the idea that this source reaches its lowest X-ray luminosity (~10^32 erg/s) around apastron. For IGR J17348-2045 we identified for the first time the soft X-ray counterpart and proposed the association with a close-by radio object, suggestive of an extragalactic origin.