Since its discovery in 1992, the superluminal X-ray transient GRS 1915+105 has been extensively observed in an attempt to understand its behaviour. We present here preliminary results from a multi-wavelength campaign undertaken from July to September 1996. This study includes X-ray data from the RXTE All Sky Monitor and BATSE, two-frequency data from the Nancay radio telescope, and infrared photometry from the 1.8m Perkins telescope at Lowell Observatory. The K-band data presented herein provide the first long-term well-sampled IR light curve of GRS 1915+105. We compare the various light curves, searching for correlations in the behaviour of the source at differing wavelengths and for possible periodicities.