The energetic, eclipsing millisecond pulsar J1816+4510 was recently discovered in a low-frequency radio survey with the Green Bank Telescope. With an orbital period of 8.7 hr and a minimum companion mass of 0.16 M☉, it appears to belong to an increasingly important class of pulsars that are ablating their low-mass companions. We report the discovery of the γ-ray counterpart to this pulsar and present a likely optical/ultraviolet counterpart as well. Using the radio ephemeris, we detect pulsations in the unclassified γ-ray source 2FGL J1816.5+4511, implying an efficiency of ∼25% in converting the pulsar's spin-down luminosity into γ-rays and adding PSR J1816+4510 to the large number of millisecond pulsars detected by Fermi. The likely optical/UV counterpart was identified through position coincidence (<01) and unusual colors. Assuming that it is the companion, with R = 18.27 ± 0.03 mag and effective temperature ≳ 15,000 K, it would be among the brightest and hottest of low-mass pulsar companions and appears qualitatively different from other eclipsing pulsar systems. In particular, current data suggest that it is a factor of two larger than most white dwarfs of its mass but a factor of four smaller than its Roche lobe. We discuss possible reasons for its high temperature and odd size, and suggest that it recently underwent a violent episode of mass loss. Regardless of origin, its brightness and the relative unimportance of irradiation make it an ideal target for a mass, and hence a neutron star mass, determination.