Electron-hole complexes consisting of up to four electrons plus one hole are studied in vertically coupled quantum dots with particles of different charge sign occupying different dots. We investigate the ground-state transitions as a function of the interdot separation and an applied magnetic field as well as the optical lines produced by electron-hole annihilation in the ground state as well as some excited states. Qualitative differences from earlier treated trions (complexes of two electrons plus one hole) are found.