Blazars, active galactic nuclei with their jets aligned along our line of sight, emit radiation in all bands of the electromagnetic spectrum. Many questions remain about the emission mechanisms, and this dissertation investigates how thermal emission originating outside of the jet plays a role in producing the non-thermal radiation created in the jet. We present multi-wavelength observations of the very-high-energy emitting blazar 3C\,66A taken from 2007 to 2016 by VERITAS, the \textit{Fermi}-Large Area Telescope, the Neil Gehrels \textit{Swift} Observatory, and ground-based optical observatories including the Tuorla Observatory and Fred Lawrence Whipple Observatory. 3C\,66A is a TeV-emitting intermediate-synchrotron-peaked blazar, a relatively small class of TeV-detected AGN. We construct the multi-wavelength spectral energy distribution during multiple epochs of observation and present the first spectral energy distributions of 3C\,66A in quiescent flux states. To explain the emission, we develop and implement a Markov Chain Monte Carlo method to fit single-zone gamma-ray emission models. Additionally, we study the gamma-ray flux and optical spectral features of five TeV-detected blazars: Mrk 501, Mrk 421, 3C\,279, PKS\,1441+25 and PKS\,1222+216. Correlations between optical spectral features and gamma-ray flux can give insight to the interplay between the non-thermal and thermal emission in the blazar environment.