Long-term (1984-2008) JHKLM photometry for 254 objects is presented. The observations were carried out in the standard JHKLM photometric system using an original method and a modern IR photometer designed and built at the Sternberg Astronomical Institute. Our program of studies included searches for and studies of relatively hot circumstellar dust envelopes. The most important results obtained using these observations include the following. We have detected relatively hot dust envelopes in a number of objects for the first time, including the RCB star UV Cas, RX Cas, several classical symbiotic stars, etc. A model has been calculated for the dust envelope of FG Sge, which formed around the star as a result of several successive cycles of dust condensation beginning in Autumn 1992. Several dust-condensation episodes have been traced in the envelopes of symbiotic systems (CH Cyg, V1016 Cyg, HM Sge, etc.), as well as the role of the hot component in the formation of the dust envelopes. We have established from variations of the IR emission that the cool components in the symbiotic novae V1016 Cyg and HM Sge, and possibly CH Cyg, are Miras. The binarity of V1016 Cyg and HM Sge has also been firmly established. The variability of a whole series of object has been studied, including the stellar components of close binary systems and several dozen Mira and semi-regular variables. The ellipsoidality of the components in the RX Cas system (a prototype W Ser star) and the cool component in the symbiotic systems CI Cyg and BF Cyg has been firmly established. We have obtained the first IR light curve for the eclipsing system V444 Cyg (WN5+O6), and determined the wavelength dependence of the obtained parameters of the WN5 star. Analysis of the IR light curves of several novae indicate the condensation of dust envelopes in the transition periods of Cygnus 1992, Aquila 1993, and Aquila 1995. The IR light curve of R CrB has been obtained over a long period and analyzed. IR observations of the nova-like variable V4334 Sgr have been carried out over four years, over which the star passed through four stages during its motion along its post-AGB evolutionary track; the star's bolometric flux and optical depth of its dust envelope have been estimated, and the structure and mass of the dust layer determined. We have analyzed the IR variability of the symbiotic star V407 Cyg over 14 years, and found its cool component to be a Mira with a period of 745 days. The observed pulsations and trend are associated with the luminosity and temperature variations of the Mira, as well as the optical depth of the dust envelope. The size of the dust grains and mass-loss rate of the Mira have been determined. We have obtained JHKL light curves for the Seyfert galaxy NGC 4151 over 23 years. The IR brightness of the galaxy grew from 1985 through 1996 (by ∼0.9 m at 1.25 µm, ∼1 m at 1.65 µm, ∼1.1 m at 2.2 µm, and ∼1.3 m at 3.5 µm), while the galaxy simultaneously reddened. The "cool" variable source in NGC 4151 was still in the active state in 1998, although its luminosity had decreased by approximately 15%-20%. If the "cool" component of the variable source in this galaxy is a dust envelope heated by the central "hot" source, it should be optically thin to the radiation of this source: its mean optical depth is in the range 0.05-0.15. Emission from dust particles heated to temperatures of 600-800 K was observed in the near IR at a distance of several parsecs from the nucleus during the period of activity in 1995-1998; the inferred mass of emitting dust was 5-20 M ⊙. In 1994-2003, we observed a tendency for NGC 4151 to become bluer at 1.25-1.65 µm while simultaneously reddening at 2.2-3.5 µm. Beginning in Autumn 2000, the galaxy began to emerge from a minimum, which lasted from March 2000 through April 2001 in the IR; a flare of the galactic nucleus was observed and followed in detail in the IR in this same period. We confirm the IR variability of the nucleus of the Seyfert galaxy NGC 1068, which can be located in various stages of activity. The variability of NGC 1068 is associated with a complex source. A periodic component has been detected in the J brightness variations of the oxygen Mira V2108 Oph; we have shown that this star is immersed in a fairly dense dust envelope, and have calculated amodel for this envelope. We have calculated an (axially symmetrical) dust-envelope model for the carbon semi-regular variable RWLMi with a density distribution characteristic for the "superwind" stage. This envelope model is able to reproduce the observed fluxes over the entire observable spectrum, and displays a good agreement with the observational data. The three hot supergiants V482 Cas, QZ Sge, and HD 338926 may be variable in the IR. Long-term photometry of eight planetary nebulae in the near IR (1.25-5 µm) has enabled us to firmly establish the IR brightness and color variability of these nebulae on time scales from several tens of days to six-to-eight years. We have analyzed long-term JK photometry of the X-ray binary Cyg X-1 (V1357 Cyg). Periodicity with a characteristic time scale of ∼11.5 years is visible in the JK brightness variations of Cyg X-1 in 1984-2007, possibly due to periodic variations of the temperature, radius and luminosity of the optical component of the binary with P ∼11.5 yr. Fourteen-year IR light curves of five RV Tau stars (R Sge, RV Tau, AC Her, V Vul, and R Sct) and the yellow supergiant and protoplanetary-nebula candidate V1027 Cyg have been analyzed. A spherically symmetrical dust-envelope model has been calculated for V1027 Cyg.