We present intermediate-resolution (R~8000-12000) high signal-to-noise (S/N) H- and K-band spectroscopy of a sample of 37 optically visible stars, ranging in spectral type from O3 to B3 and representing most luminosity classes. Spectra of this quality can be used to constrain the temperature, luminosity, and general wind properties of OB stars, when used in conjunction with sophisticated atmospheric model codes. Most important is the need for moderately high resolutions (R>=5000) and very high signal-to-noise (S/N>=150) spectra for a meaningful profile analysis. When using near-infrared spectra for a classification system, moderately high signal-to-noise (S/N~100) is still required, though the resolution can be relaxed to just a thousand or two. In the Appendix we provide a set of very high-quality near-infrared spectra of Brackett lines in six early-A dwarfs. These can be used to aid in the modeling and removal of such lines when early-A dwarfs are used for telluric spectroscopic standards.