  We present direct imaging observations at wavelengths of 3.3, 3.8 (L',band),
and 4.8 (M band) microns, for the planetary system surrounding HR 8799. All
three planets are detected at L'. The c and d component are detected at 3.3
microns, and upper limits are derived from the M band observations. These
observations provide useful constraints on warm giant planet atmospheres. We
discuss the current age constraints on the HR 8799 system, and show that
several potential co-eval objects can be excluded from being co-moving with the
star. Comparison of the photometry is made to models for giant planet
atmospheres. Models which include non-equilibrium chemistry provide a
reasonable match to the colors of c and d. From the observed colors in the
thermal infrared we estimate T_eff < 960 K for b, and T_eff=1300 and 1170 K for
c and d, respectively. This provides an independent check on the effective
temperatures and thus masses of the objects from the Marois 2008 results.
