3EG J1835+5918 is the brightest of the so-called unidentified EGRET sources at intermediate galactic latitude (l,b)=(89,25). We obtained complete radio, optical, and X-ray coverage of its error box, discovering a faint ultrasoft X-ray source in the ROSAT All-Sky Survey. Deep optical imaging at the location of this source, as pinpointed by an observation with the ROSAT HRI, reveals a blank field to a limit of V > 25.2. The corresponding lower limit on f_X/f_V is 300, which signifies that the X-ray source 3EG J1835+5918 is probably a thermally emitting neutron star. Here we report on recent Chandra and HST observations that strengthen this identification. 3EG J1835+5918 may thus become the prototype of an hypothesized population of older pulsars, born in the Gould belt, that can account for as many as 40 local EGRET sources. In addition to 3EG 1835+5918, we review the ongoing multiwalength effort by members of our group to study other unidentified EGRET sources using X-ray, optical, and radio data.