Authors:Luhman et alAbstract:WISE J085510.83-071442.5 (hereafter WISE 0855-0714) is the coldest known brown dwarf (~250 K) and the fourth closest known system to the Sun (2.2 pc). It has been previously detected only in the J band and two mid-IR bands. To better measure its spectral energy distribution (SED), we have performed deep imaging of WISE 0855-0714 in six optical and near-IR bands with Gemini Observatory, the Very Large Telescope, and the Hubble Space Telescope. Five of the bands show detections, although one detection is marginal (S/N~3). We also have obtained two epochs of images with the Spitzer Space Telescope for use in refining the parallax of the brown dwarf. By combining astrometry from this work and previous studies, we have derived a parallax of 0.449+/-0.008" (2.23+/-0.04 pc). We have compared our photometry for WISE 0855-0714 to data for known Y dwarfs and to the predictions of three suites of models by Saumon et al. (2012) and Morley et al. (2012, 2014) that are defined by the presence or absence of clouds and non-equilibrium chemistry. Our estimates of Y-J and J-H for WISE 0855-0714 are redder than colors of other Y dwarfs, confirming a predicted reversal of near-IR colors to redder values at temperatures below 300-400 K. In color-magnitude diagrams, no single suite of models provides a clearly superior match to the sequence formed by WISE 0855-0714 and other Y dwarfs. Instead, the best fitting model changes from one diagram to the next. Similarly, all of the models have substantial differences from the SED of WISE 0855-0714. As a result, we are currently unable to constrain the presence of clouds or non-equilibrium chemistry in its atmosphere.