We investigate the multiwavelength behaviour of the high-energy peaked BL Lac object (HBL) Mrk 421 at redshift z = 0.031 in the period 2007-2015. We use optical photometric, spectroscopic, and polarimetric data and near-infrared data obtained by 35 observatories participating in the GLAST-AGILE Support Program (GASP) of the Whole Earth Blazar Telescope (WEBT), as well as by the Steward Observatory Support of the Fermi Mission. We also employ high-energy data from the Swift (UV and X-rays) satellite to study correlations among emission in different bands.

We report on long-term multiwavelength monitoring of blazar Mrk 421 by the GLAST-AGILE Support Program of the Whole Earth Blazar Telescope (GASP-WEBT) collaboration and Steward Observatory, and by the Swift and Fermi satellites. We study the source behaviour in the period 2007-2015, characterized by several extreme flares. The ratio between the optical, X-ray and gamma-ray fluxes is very variable. The gamma-ray flux variations show a fair correlation with the optical ones starting from 2012. We analyse spectropolarimetric data and find wavelength-dependence of the polarization degree (P), which is compatible with the presence of the host galaxy, and no wavelength dependence of the electric vector polarization angle (EVPA). Optical polarimetry shows a lack of simple correlation between P and flux and wide rotations of the EVPA. We build broad-band spectral energy distributions with simultaneous near-infrared and optical data from the GASP-WEBT and ultraviolet and X-ray data from the Swift satellite. They show strong variability in both flux and X-ray spectral shape and suggest a shift of the synchrotron peak up to a factor of similar to 50 in frequency. The interpretation of the flux and spectral variability is compatible with jet models including at least two emitting regions that can change their orientation with respect to the line of sight.

Blazars are active galactic nuclei characterized by ultra-luminous broad-band, non-thermal radio to gamma-ray continuum radiation, and by irregular, rapid flux variability across wavebands. They are divided into two subclasses: BL Lac objects and flat spectrum radio quasars (FSRQs). A primary method employed to probe our understanding of these objects is to study their spectral energy distributions (SEDs). Until recently, however, studies of blazar SEDs have been hindered by an insufficient number of simultaneous observations across the spectrum, a critical deficiency with such variable objects. In this thesis, I discuss the data accumulated by an international, long-term, 35-blazar monitoring program led by the Boston University blazar group. By systematically processing these data, I produce SEDs using measurements obtained on average within nine hours per epoch. Sufficient measurements exist within the data set to study the sources in differing states of activity. I propose a definition of quiescent and active states, and extract measurements for epochs during which the sources were either quiescent or active in the gamma-ray regime. For these epochs, I measure the spectral slopes and statistically analyze the relationships between slopes at the different frequency regimes. While the subclasses exhibit some distinct characteristics in the optical and gamma-ray indices when quiescent, these distinctions are significantly less pronounced when the objects are active. The spectral indices for the FSRQs steepen when active in the optical, flatten in the gamma-ray, and remain flat and stable in the X-ray. Generally, BL Lacs exhibit less pronounced changes between states than do the FSRQs.