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Abstract Using the Keck Planet Imager and Characterizer, we obtained high-resolution (R∼ 35,000)K-band spectra of the four planets orbiting HR 8799. We clearly detected H₂O and CO in the atmospheres of HR 8799 c, d, and e, and tentatively detected a combination of CO and H₂O in b. These are the most challenging directly imaged exoplanets that have been observed at high spectral resolution to date when considering both their angular separations and flux ratios. We developed a forward-modeling framework that allows us to jointly fit the spectra of the planets and the diffracted starlight simultaneously in a likelihood-based approach and obtained posterior probabilities on their effective temperatures, surface gravities, radial velocities, and spins. We measured $v\sin \left(i\right)$values of ${10.1}_{-2.7}^{+2.8}\mathrm{km}{\mathrm{s}}^{-1}$for HR 8799 d and ${15.0}_{-2.6}^{+2.3}\mathrm{km}{\mathrm{s}}^{-1}$for HR 8799 e, and placed an upper limit of <14 km s⁻¹of HR 8799 c. Under two different assumptions of their obliquities, we found tentative evidence that rotation velocity is anticorrelated with companion mass, which could indicate that magnetic braking with a circumplanetary disk at early times is less efficient at spinning down lower-mass planets.