We determine the period-magnitude relations of RR Lyrae stars in 13 photometric bandpasses from 0.4 to 12 μm using timeseries observations of 134 stars. The Bayesian formalism, extended from our previous work to include the effects of line-of-sight dust extinction, allows for the simultaneous inference of the posterior distribution of the mean absolute magnitude, slope of the period-magnitude power-law, and intrinsic scatter about a perfect power-law for each bandpass. In addition, the distance modulus and line-of-sight dust extinction to each RR Lyrae star in the calibration sample is determined, yielding a sample median fractional distance error of 0.66%. The intrinsic scatter in all bands appears to be larger than the photometric errors, except in WISE W1 (3.4 μm) and W2 (4.6 μm) where the photometric error ($σ ≈ 0.05$ mag) is to be comparable or larger than the intrinsic scatter. Additional observations at these wavelengths could improve the inferred distances to these sources further. As an application of the methodology, we infer the distance to the RRc-type star RZCep at low Galactic latitude ($b = 5.5^∘$) to be $μ=8.0397±0.0123$ mag ($405.4±2.3$ pc) with colour excess $E(B-V)=0.2461±0.0089$ mag. This distance, equivalent to a parallax of $2467±14$ microarcsec, is consistent with the published HST parallax measurement but with an uncertainty that is 13 times smaller than the HST measurement. If our measurements (and methodology) hold up to scrutiny, the distances to these stars have been determined to an accuracy comparable to those expected with Gaia. As RR Lyrae are one of the primary components of the cosmic distance ladder, the achievement of sub-1% distance errors within a formalism that accounts for dust extinction may be considered a strong buttressing of the path to eventual 1% uncertainties in Hubble's constant.