We present new L' (3.8 μm) and Brα (4.05 μm) data and reprocessed archival L' data for the young, planet-hosting star HR 8799 obtained with Keck/NIRC2, VLT/NaCo, and Subaru/IRCS. We detect all four HR 8799 planets in each data set at a moderate to high signal-to-noise ratio (S/N 6-15). We fail to identify a fifth planet, "HR?8799?f," at r 15 AU at a 5σ confidence level: one suggestive, marginally significant residual at 02 is most likely a point-spread function artifact. Assuming companion ages of 30 Myr and the Baraffe planet cooling models, we rule out an HR 8799 f with a mass of 5 MJ (7 MJ ), 7 MJ (10 MJ ), or 12 MJ (13 MJ ) at r proj ~ 12 AU, 9 AU, and 5 AU, respectively. All four HR 8799 planets have red early T dwarf-like L' – [4.05] colors, suggesting that their spectral energy distributions peak in between the L' and M' broadband filters. We find no statistically significant difference in HR 8799 cde's color. Atmosphere models assuming thick, patchy clouds appear to better match HR?8799 bcde's photometry than models assuming a uniform cloud layer. While non-equilibrium carbon chemistry is required to explain HR 8799 b and c's photometry/spectra, evidence for it from HR 8799 d and e's photometry is weaker. Future, deep-IR spectroscopy/spectrophotometry with the Gemini Planet Imager, SCExAO/CHARIS, and other facilities may clarify whether the planets are chemically similar or heterogeneous.
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