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Evolutionary tracks for the X-ray binaries Cyg X-3, IC 10 X-1, NGC 300 X-1,SS 433, and M33 X-7 are computed using the Scenario Machine code. The compactobjects in IC 10 X-1, NGC 300 X-1, and M33 X-7 are the most massive stellarmass black hole candidates. Cyg X-3, IC 10 X-1, and NGC 300 X-1 are the onlycurrently known Wolf-Rayet stars with degenerate companions. SS 433 is the onlyknown superaccretor in the Milky Way. Therefore, the stars studied provideexcellent laboratories for testing scenarios for the evolution of binariesunder extreme conditions. The classical evolutionary scenario is consistentwith modern observational data. During the evolution of these binaries,hypernova explosions accompanied by the collapse of stellar cores with largeangular momenta can occur, leading to long gamma-ray bursts. At the end oftheir evolution, Cyg X-3, IC 10 X-1, NGC 300 X-1, and SS 433 may form binaryrelativistic objects, which will subsequently merge due to the radiation ofgravitational waves. The gravitational waves emitted during mergers ofrelativistic stars should be detectable by existing and futuregravitational-wave antennas. In the course of its future evolution, M33 X-7will pass through a Thorne-Zytkow stage. The formation of a Thorne-Zytkowobject can also be accompanied by gravitational-wave radiation. Figure 2contains two merging black holes with masses almost identical to the secondLIGO event GW151226.

A Study of the Evolution of the Close Binaries Cyg X-3, IC 10 X-1, NGC 300 X-1, SS 433, and M33 X-7 Using the "Scenario Machine"