  During 2002-2003 the number of IR-identified counterparts to the Anomalous
X-ray Pulsars (AXPs) has grown to four (4U0142+614, 2E2259+584, 1E 1048-59 and
1RXS J170849-400910) out of the six assessed objects of this class, plus two
candidates. More importantly, some new common observational characteristics
have been identified, such as the IR variability, the IR flattening in the
broad band energy spectrum, the X-ray spectral variability as a function of
pulse phase (which are not predicted by the magnetar model), and the SGR-like
bursts (which can not be explained in terms of standard accretion models). We
present the results obtained from an extensive multi-wavelength observational
campaign carried out collecting data from the NTT, CFHT for the optical/IR
bands, and XMM, Chandra (plus BeppoSAX archival data) in the X-rays. Based on
these results and those reported in the literature, the IR-to-X-ray band
emission of AXPs has been compared and studied.
