The number of known transiting exoplanets has skyrocketed over the past decade, thanks in large part to NASA's Kepler and K2 missions and the Transiting Exoplanet Survey Satellite (TESS). Between these missions, thousands of transiting exoplanets and candidates have been discovered. A majority of these have either had no follow-up transit photometry or only optical follow-up transit photometry. This is an important aspect to transiting exoplanet characterization, since recent studies have shown that for single-planet systems in particular, statistical validation alone can be unreliable and additional follow-up observations at multiple wavelengths are critical to reveal the true nature of the system. To that end, we undertook a survey to use the WIYN High-Resolution Infrared Camera (WHIRC) on the 3.5-meter WIYN telescope at Kitt Peak National Observatory via the NN-EXPLORE program to collect near-infrared transit photometry of Kepler, K2, and TESS exoplanets and candidates. Near-infrared transit photometry allows one to verify that the transit is achromatic when comparing the near-infrared transit depth to the optical transit depth measured from Kepler, K2, or TESS. Finding a different depth in different bandpasses indicates that the exoplanet is instead some type of stellar eclipsing binary system that mimicked a transiting exoplanet. Furthermore, near-infrared transit photometry can provide strong constraints on the measured planet radius, since stellar limb darkening and the effects of stellar activity/star spots are minimized in the near-infrared. Here, I present results from our survey to collect high-precision, high-cadence, high-spatial-resolution near-infrared transit photometry of Kepler, K2, and TESS exoplanets and candidates with WHIRC. This survey has provided new measurements of the transit ephemerides and planetary radii and has been used to find previously unidentified false positives lurking within the candidate exoplanet lists. I also discuss several unique targets that we have observed with WHIRC, including a disintegrating rocky planet and transiting debris around a white dwarf. Together, our follow-up program of Kepler, K2, and TESS transiting exoplanets and candidates demonstrates the utility of WHIRC for follow-up observations of transiting exoplanets and also showcases the importance of near-infrared photometry in particular. With only a handful of facilities available for near-infrared transit photometry around the world, WHIRC has been and is expected to continue playing an important role in the study of transiting exoplanets.