The continua of BL Lacertae objects and other “blazars” are dominated by nonthermal emission that is variable and highly polarized at UV–radio wavelengths (Angel and Stockman 1980; Kollgaard 1994; Allen et al. 1993). It is believed that this non-thermal emission is associated with the relativistic jets that are known to exist in these sources, but details of the jet structure and physics are still very uncertain. It is usually expected that the polarization behavior at optical and radio wavelengths should show little or no correlation, even if genuinely simultaneous measurements are compared. It is typically thought that the emission in these two wavebands originates in vastly different parts of the source, where the magnetic field geometries are likely to be quite different. In some inhomogeneous synchrotron source models for blazars, however, depending on the model parameters considered, the radio and UV-optical-IR (UVOIR) emission may be co-spatial (Ghisellini, Maraschi & Treves (1985)). It is thus of interest to search for correlations between the emission of blazars in the UVOIR and radio, to test such models. Our approach to doing this has been to compare simultaneous measurements of the optical and VLBI polarization characteristics of compact AGN. The polarization of the radiation is effectively used as a probe of the magnetic field structures in the regions where the emission at the two wavelengths arises.