The Compton Gamma-Ray Observatory (CGRO) has observed the Cygnus region on
several occasions since its launch in 1991. The data collected by the COMPTEL
experiment on CGRO represent the most sensitive observations to date of Cygnus
X-1 in the 0.75-30 MeV range. A spectrum accumulated by COMPTEL over 10 weeks
of observation time shows significant evidence for emission extending out to
several MeV. We have combined these data with contemporaneous data from both
BATSE and OSSE to produce a broad-band gamma-ray spectrum, corresponding to the
low X-ray state of Cygnus X-1, extending from 50 keV up to approximately 5 MeV.
Although there is no evidence for any broad line-like emissions in the MeV
region, these data further confirm the presence of a hard tail at energies
above several hundred keV. In particular, the spectrum at MeV energies can be
described as a power-law with a photon spectral index of $\alpha$ = -3.2, with
no evidence for a cutoff at high energies. For the 200 keV to 5 MeV spectrum,
we provide a quantitative description of the underlying electron spectrum, in
the context of a hybrid thermal/non-thermal model for the emission. The
electron spectrum can be described by a thermal Maxwellian with a temperature
of $kT_e$ = 86 keV and a non-thermal power-law component with a spectral index
of $p_e$ = 4.5. The spectral data presented here should provide a useful basis
for further theoretical modeling.