We present observations of the SS 433 jets using the Chandra High Energy Transmission Grating Spectrometer with contemporaneous optical and VLBA observations . The X-ray and optical emission line regions are found to be related but not coincident as the optical line emission persists for days while the X-ray emission lines fade in less than 5000 s. The line Doppler shifts from the optical and X-ray lines match well , indicating that they are less than 3 \times 10 ^ { 14 } cm apart . The jet Doppler shifts show aperiodic variations that could result from shocks in interactions with the local environment . These perturbations are consistent with a change in jet direction but not jet speed . The proper motions of the radio knots match the kinematic model only if the distance to SS 433 is 4.5 \pm 0.2 kpc . Observations during eclipse show that the occulted emission is very hard , seen only above 2 keV and rising to comprise > 50 % of the flux at 8 keV . The soft X-ray emission lines from the jet are not blocked , constraining the jet length to \gtrsim 2 \times 10 ^ { 12 } cm . The base jet density is in the range 10 ^ { 10 - 13 } cm ^ { -3 } , in contrast to our previous estimate based on the Si xiii triplet , which is likely to have been affected by UV de-excitation . There is a clear overabundance of Ni by a factor of about 15 relative to the solar value , which may have resulted from an unusual supernova that formed the compact object .