We give direct experimental evidence for the observation of the full transverse self-modulation of a long, relativistic proton bunch propagating through a dense plasma. The bunch exits the plasma with a periodic density modulation resulting from radial wakefield effects. We show that the modulation is seeded by a relativistic ionization front created using an intense laser pulse copropagating with the proton bunch. The modulation extends over the length of the proton bunch following the seed point. By varying the plasma density over one order of magnitude, we show that the modulation frequency scales with the expected dependence on the plasma density, i.e., it is equal to the plasma frequency, as expected from theory.