  Ultracold $^{87}$Rb atoms are delivered into a high-finesse optical
micro-cavity using a translating optical lattice trap and detected via the
cavity field. The atoms are loaded into an optical lattice from a magneto-optic
trap (MOT) and transported 1.5 cm into the cavity. Our cavity satisfies the
strong-coupling requirements for a single intracavity atom, thus permitting
real-time observation of single atoms transported into the cavity. This
transport scheme enables us to vary the number of intracavity atoms from 1 to
$>$100 corresponding to a maximum atomic cooperativity parameter of 5400, the
highest value ever achieved in an atom--cavity system. When many atoms are
loaded into the cavity, optical bistability is directly measured in real-time
cavity transmission.
