We present the optical/infrared (O/IR) light curve of the black hole X-ray binary GX 339-4 collected at the SMARTS 1.3m telescope from 2002 to 2010. During this time the source has undergone numerous state transitions including hard-to-soft state transitions when we see large changes in the near-IR flux accompanied by modest changes in optical flux, and three rebrightening events in 2003, 2005, and 2007 after GX 339-4 transitioned from the soft state to the hard. All but one outburst show similar behavior in the X-ray hardness-intensity diagram. We show that the O/IR colors follow two distinct tracks that reflect either the hard or soft X-ray state of the source. Thus, either of these two X-ray states can be inferred from O/IR observations alone. From these correlations we have constructed spectral energy distributions of the soft and hard states. During the hard state, the near-IR data have the same spectral slope as simultaneous radio data when GX 339-4 was in a bright optical state, implying that the near-IR is dominated by a non-thermal source, most likely originating from jets. Non-thermal emission dominates the near-IR bands during the hard state at all but the faintest optical states, and the fraction of non-thermal emission increases with increasing optical brightness. The spectral slope of the optical bands indicate that a heated thermal source is present during both the soft and hard X-ray states, even when GX 339-4 is at its faintest optical state. We have conducted a timing analysis of the light curve for the hard and soft states and find no evidence of a characteristic timescale within the range of 4-230days.