We report precise radial velocity (RV) measurements of WASP-47, a G star that hosts three transiting planets in close proximity (a hot Jupiter, a super-Earth, and a Neptune-sized planet) and a non-transiting planet at 1.4 au. Through a joint analysis of previously published RVs and our own Keck-HIRES RVs, we significantly improve the planet mass and bulk density measurements. For the super-Earth WASP-47e (P = 0.79 days), we measure a mass of 9.11 ± 1.17 M_⊕, and a bulk density of 7.63 ± 1.90 g cm^(−3), consistent with a rocky composition. For the hot Jupiter WASP-47b (P = 4.2 days), we measure a mass of 356 ± 12 M_⊕ (1.12 ± 0.04 M_(Jup)) and constrain its eccentricity to <0.021 at 3σ confidence. For the Neptune-size planet WASP-47d (P = 9.0 days), we measure a mass of 12.75 ± 2.70 M_⊕ and a bulk density of 1.36 ± 0.42 g cm^(−3), suggesting that it has a thick H/He envelope. For the outer non-transiting planet, we measure a minimum mass of 411 ± 18 M_⊕ (1.29 ± 0.06 M_(Jup)), an orbital period of 595.7 ± 5.0 days, and an orbital eccentricity of 0.27 ± 0.04. Our new measurements are consistent with but two to four times more precise than previous mass measurements