We give direct experimental evidence for the observation of the full transverse self-modulation of a relativistic proton bunch propagating through a dense plasma. The bunch exits the plasma with a density modulation resulting from radial wakefield effects with a period reciprocal to the plasma frequency. We show that the modulation is seeded by using an intense laser pulse co-propagating with the proton bunch which creates a relativistic ionization front within the bunch. We show by varying the plasma density over one order of magnitude that the modulation period scales with the expected dependence on the plasma density.