Ultraviolet spectra simultaneous with radio, infrared, optical, and X-ray measurements were obtained for three BL Lac objects and one violently variable quasar during several epochs (0735+178, BL Lac, IZw-187, and 3C446). A feature common to these objects is that the radio-mm continuum must steepen in the far-infrared region in order to connect smoothly to the IR-UV continuum. This indicates that ... [Show full abstract] synchrotron emission becomes optically thick in the mm or far-infrared region. The continuum of 3C446 and BL Lac steepen quite rapidly between the IR and UV spectra with slopes near unity. The X-ray emission in BL Lac, 3C446, and 0735+178 has a different origin from the IR-UV radiation, probably from the inverse Compton process. However, the synchrotron radiation is the probable source of X-ray emission in the X-ray bright BL Lac object IZw-187. In IZw-187, most of the energy emerges in the UV - X-ray region, while for the other sources, most of the energy emerges in the far infrared region.