  A multiwavelength campaign on the BL Lac object AO 0235+16 has been organized
by the WEBT collaboration during the observing seasons 2003-2004 and 2004-2005.
Here we report on the results of the first season, which saw the participation
of 24 optical and near-IR telescopes and 4 radio telescopes, as well as the
first XMM-Newton pointing, which occurred on January 18-19, 2004. Unpublished
data from previous epochs were also collected. In the optical and near-IR the
source has been very active in the last 3 years, though rather faint most of
the time, with noticeable variations of more than a mag in a few days. In
contrast, in the radio bands it appears "quiescent" since early 2000. The X-ray
spectra obtained by the three EPIC detectors are well fitted by a power law
with extra-absorption at z=0.524. No significant variation of the X-ray flux
occurred during the pointing. In contrast, contemporaneous dense radio
monitoring with the 100 m telescope at Effelsberg shows a ~2-3% flux decrease
in 6-7 hours, which, if intrinsic, would imply a brightness temperature well
above the Compton limit. We construct the broad-band spectral energy
distribution of January 18-19, 2004 with simultaneous radio data from
Effelsberg, optical data from the Nordic Optical Telescope, optical-UV data
from the Optical Monitor onboard XMM-Newton, and X-ray data by the EPIC
instruments. Particular care was taken to correct data for extinction due to
both the Milky Way and the z=0.524 absorber. The resulting SED suggests the
existence of a bump in the UV spectral region.
