High-energy transitions in the 4f(N) -->4f(N-1)5d excitation spectra of lanthanide ions in host crystals are usually broadened due to the short excited-state lifetimes, whereas low-energy transitions, with longer excited-state lifetimes, may show fine structure. We report the surprising observation that for some materials fine structure is observed not only for the low-energy excitation bands but also for some high-energy transitions. The excited states that display fine structure are those for which the 5d electron is in the lowest crystal-field level but the 4f(N-1) core is in a highly excited state, indicating that the broadening depends only on the energy of the 5d electron and not on the total energy of the 4f(N-1)5d excited state.