The generalized-$\alpha$ time-marching method provides second-order accuracy in time and controls the numerical dissipation in the high-frequency region of the discrete spectrum. This method includes a wide range of time integrators. We increase the order of accuracy of the method while keeping the unconditional stability and the user-control on the high-frequency numerical dissipation. The dissipation is controlled by a single parameter as in the original method. Our high-order schemes require simple modifications of the available implementations of the generalized-$\alpha$ method.