Our analysis is based on the largest available sample of fundamental-mode Cepheids with well-covered light-curves in the NIR and in optical (V, I) bands. This sample covers a very broad period range (1-100 days). We collected J, H, and KS band observations from four different data sets: Laney & Stobie (1992A&AS...93...93L, 51) and Monson & Pierce (2011ApJS..193...12M, 131) for Galactic Cepheids, Persson et al. (2004AJ....128.2239P, 92) for LMC Cepheids, and the IRSF survey catalog for ~500 Small Magellanic Cloud (SMC) Cepheids. (2 data files).