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Athena is a grid-based code for astrophysical magnetohydrodynamics (MHD). It was developed primarily for studies of the interstellar medium, star formation, and accretion flows. The code has been designed to be easily extensible for use with static and adaptive mesh refinement. It combines higher-order Godunov methods with the constrained transport (CT) technique to enforce the divergence-free constraint on the magnetic field. Discretization is based on cell-centered volume-averages for mass, momentum, and energy, and face-centered area-averages for the magnetic field. Novel features of the algorithm include (1) a consistent framework for computing the time- and edge-averaged electric fields used by CT to evolve the magnetic field from the time- and area-averaged Godunov fluxes, (2) the extension to MHD of spatial reconstruction schemes that involve a dimensionally-split time advance, and (3) the extension to MHD of two different dimensionally-unsplit integration methods. Implementation of the algorithm in both C and Fortran95 is detailed, including strategies for parallelization using domain decomposition. Results from a test suite which includes problems in one-, two-, and three-dimensions for both hydrodynamics and MHD are given, not only to demonstrate the fidelity of the algorithms, but also to enable comparisons to other methods. The source code is freely available for download on the web.