  We present near-infrared (nIR) and optical observations of the afterglow of
GRB 030115. Discovered in an infrared search at Kitt Peak 5 hours after the
burst trigger, this afterglow is amongst the faintest observed in the R-band at
an early epoch, and exhibits very red colors, with $R-K\approx 6$. The
magnitude of the optical afterglow of GRB 030115 is fainter than many upper
limits for other bursts, suggesting that without early nIR observations it
would have been classified as a ``dark'' burst. Both the color and optical
magnitude of the afterglow are likely due to dust extinction and indicate that
at least some optical afterglows are very faint due to dust along the line of
sight. Multicolor {\it Hubble Space Telescope} observations were also taken of
the host galaxy and the surrounding field. Photometric redshifts imply that the
host, and a substantial number of faint galaxies in the field are at $z \sim
2.5$. The overdensity of galaxies is sufficiently great that GRB 030115 may
have occurred in a rich high-redshift cluster. The host galaxy shows extremely
red colors (R-K=5) and is the first GRB host to be classified as an Extremely
Red Object (ERO). Some of the galaxies surrounding the host also show very red
colors, while the majority of the cluster are much bluer, indicating ongoing
unobscured star formation. As it is thought that much of high redshift star
formation occurs in highly obscured environments it may be that GRB 030115
represent a transition object, between the relatively unobscured afterglows
seen to date and a population which are very heavily extinguished, even in the
nIR.
