We have used long light curves in the X-ray (ARIEL V, EXOSAT, Ginga and others), UV (IUE), and optical (data of intensive ground-based monitoring) ranges of NGC 4151 to investigate connections between variations in these spectral fields. Applying Fourier (CLEAN algorithm) and modem cross-correlation analysis, we revealed the different character of the variability and the crosscorrelation between ''high'' and ''low'' states of the nucleus. In contrast to earlier results, we found that X-ray and optical fluxes correlate in the ''active'' state without any apparent delay. In the power spectrum of the optical and X-ray light curves in the ''high state'' we found the existence of the same ''period'' of about 65 days, which disappeared in the ''low state''. We confirmed previous data that X-ray variations correlate more strongly with UV and optical continuum variability during the ''low state'', but it is possible that the optical variations appear to lag behind those involving X-rays by several tens of days. Strong variations in H beta line profile and [Fe X]lambda 6374 line intensity variations correlate with the observed X-ray covering dip in 1990 (Yaqoob et al., 1993). We discuss briefly the implications of these results.