Black phosphorus is an infrared layered material. Its bandgap complements other widely studied two-dimensional materials: zero-gap graphene and visible/near-infrared gap transition metal dichalcogenides. Although highly desirable, a comprehensive infrared characterization is still lacking. Here we report a systematic infrared study of mechanically exfoliated few-layer black phosphorus, with thickness ranging from 2 to 15 layers and photon energy spanning from 0.25 to 1.36 eV. Each few-layer black phosphorus exhibits a thickness-dependent unique infrared spectrum with a series of absorption resonances, which reveals the underlying electronic structure evolution and serves as its infrared fingerprints. Surprisingly, unexpected absorption features, which are associated with the forbidden optical transitions, have been observed. Furthermore, we unambiguously demonstrate that controllable uniaxial strain can be used as a convenient and effective approach to tune the electronic structure of few-layer black phosphorus. Our study paves the way for black phosphorus applications in infrared photonics and optoelectronics.