A search for charged excited leptons decaying into a lepton and a photon has been performed using data collected by the OPAL detector at LEP. Final results are obtained from the analysis of more than 680 $\rm pb^{-1}$ of data recorded at centre-of-mass energies between 183~GeV and 209~GeV. No evidence for the existence of charged excited leptons was found. Upper limits on the cross-section times branching fraction are inferred. Using results from the search for singly produced excited leptons, upper limits on the ratio of the coupling to the compositeness scale are calculated. Lower limits on the mass of excited leptons are determined using results from the pair production search.