We report on the extensive multi-wavelength observations of the blazar Markarian 421 (Mrk 421) covering radio to gamma-rays, during the 4.5 year period of ARGO-YBJ and Fermi common operation time, from August 2008 to February 2013. In particular, thanks to the ARGO-YBJ and Fermi data, the whole energy range from 100 MeV to 10 TeV is covered without any gap. In the observation period, Mrk 421 showed both low and high activity states at all wavebands. The correlations among flux variations in different wavebands were analyzed. Seven large flares, including five X-ray flares and two GeV gamma-ray flares with variable durations (3-58 days), and one X-ray outburst phase were identified and used to investigate the variation of the spectral energy distribution with respect to a relative quiescent phase. During the outburst phase and the seven flaring episodes, the peak energy in X-rays is observed to increase from sub-keV to few keV. The TeV gamma-ray flux increases up to 0.9-7.2 times the flux of the Crab Nebula. The behavior of GeV gamma-rays is found to vary depending on the flare, a feature that leads us to classify flares into three groups according to the GeV flux variation. Finally, the one-zone synchrotron self-Compton model was adopted to describe the emission spectra. Two out of three groups can be satisfactorily described using injected electrons with a power-law spectral index around 2.2, as expected from relativistic diffuse shock acceleration, whereas the remaining group requires a harder injected spectrum. The underlying physical mechanisms responsible for different groups may be related to the acceleration process or to the environment properties.
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