Exoplanet systems with multiple transiting planets are natural laboratories for testing planetary astrophysics. One such system is HD 191939 (TOI-1339), a bright (V=9) and Sun-like (G9V) star, which TESS found to host three transiting planets (b, c, and d). The planets have periods of 9, 29, and 38 days each with similar sizes from 3 to 3.4 $R_{oplus}$. To further characterize the system, we measured the radial velocity (RV) of HD 191939 over 415 days with Keck/HIRES and APF/Levy. We find that $M_b = 10.4 pm 0.9 M_{oplus}$ and $M_c = 7.2 pm 1.4 M_{oplus}$, which are low compared to most known planets of comparable radii. The RVs yield only an upper-limit on $M_d$ (<5.8 $M_{oplus}$ at 2$sigma$). The RVs further reveal a fourth planet (e) with a minimum mass of $0.34 pm 0.01 M_{Jup}$ and an orbital period of 101.4 $pm$ 0.4 days. Despite its non-transiting geometry, secular interactions between planet e and the inner transiting planets indicate that planet e is coplanar with the transiting planets ($Delta$i < 10$^{circ}$). We identify a second non-transiting sub-stellar companion (f) with a mass of 8-59 $M_{Jup}$ and period of 9-46 years based on a joint analysis of RVs and astrometry from $Gaia$ and $Hipparcos$. As a bright star hosting multiple planets with well-measured masses, HD 191939 presents many options for comparative planetary astronomy including characterization with JWST.