  We present extensive optical and infrared photometry of the afterglow of
gamma-ray burst (GRB) 030329 and its associated supernova (SN) 2003dh over the
first two months after detection (2003 March 30-May 29 UT). Optical
spectroscopy from a variety of telescopes is shown and, when combined with the
photometry, allows an unambiguous separation between the afterglow and
supernova contributions. The optical afterglow of the GRB is initially a
power-law continuum but shows significant color variations during the first
week that are unrelated to the presence of a supernova. The early afterglow
light curve also shows deviations from the typical power-law decay. A supernova
spectrum is first detectable ~7 days after the burst and dominates the light
after ~11 days. The spectral evolution and the light curve are shown to closely
resemble those of SN 1998bw, a peculiar Type Ic SN associated with GRB 980425,
and the time of the supernova explosion is close to the observed time of the
GRB. It is now clear that at least some GRBs arise from core-collapse SNe.
