Dengue virus, the causative agent of dengue fever and its more serious manifestation dengue hemorrhagic fever, is widespread throughout tropical and subtropical regions. The virus exists as four distinct serotypes, all of which have cocirculated in Bangkok for several decades with epidemic outbreaks occurring every 8–10 years. We analyze time-series data of monthly infection incidence, revealing a distinctive pattern with epidemics of serotypes 1, 2, and 3 occurring at approximately the same time and an isolated epidemic of serotype 4 occurring in the intervening years. Phylogenetic analysis of virus samples collected over the same period shows that clade replacement events are linked to the epidemic cycle and indicates that there is an interserotypic immune reaction. Using an epidemic model with stochastic seasonal forcing showing 8- to 10-year epidemic oscillations, we demonstrate that moderate cross-protective immunity gives rise to persistent out-of-phase oscillations similar to those observed in the data, but that strong or weak cross-protection or cross-enhancement only produces in-phase patterns. This behavior suggests that the epidemic pattern observed in Bangkok is the result of cross-protective immunity and may be significantly altered by changes in the interserotypic immune reaction.