Angular momentum plays a central role in quantum mechanics, recurring in every length scale from the microscopic interactions of light and matter to the macroscopic behavior of superfluids. Vortex beams, carrying intrinsic orbital angular momentum (OAM), are now regularly generated with elementary particles such as photons and electrons. Thus far, the creation of a vortex beam of a nonelementary particle has never been demonstrated experimentally. We present vortex beams of atoms and molecules, formed by diffracting supersonic beams of helium atoms and dimers off transmission gratings. This method is general and could be applied to most atomic and molecular gases. Our results may open new frontiers in atomic physics, using the additional degree of freedom of OAM to probe collisions and alter fundamental interactions.