The integrals of the motion associated with conformal Killing vectors of a curved space–time with an additional electromagnetic background are studied for massive particles. They involve a new term which might be non-local. The difficulty disappears for pp-waves, for which explicit, local conserved charges are found. Alternatively, the mass can be taken into account by “distorting” the conformal Killing vectors. The relation of these non-point symmetries to the charges is analysed both in the Lagrangian and Hamiltonian approaches, as well as in the framework of Eisenhart–Duval lift.