We report the first observation of optical-optical double resonance photoassociative spectroscopy of ultracold K-39 atoms near the highly excited K-39(4s) + K-39(4d,5d,6d,6s,7s) asymptotes in a high density magneto-optical trap. Using the v' = 0 level of the O-g(-) ''pure long-range'' state (a localized long-range Franck-Condon window) as the intermediate state, we observe simple and assignable rovibrational progressions dissociating to these asymptotes. The dominant long-range potential constants are determined. Line broadening, presumably due to autoionization, and rotational excitations due to strong field effects are observed.