We introduce a technique for restoring general coordinate invariance into theories where it is explicitly broken. This is the analog for gravity of the Callan-Coleman-Wess-Zumino formalism for gauge theories. We use this to elucidate the properties of interacting massless and massive gravitons. For a single graviton with a Planck scale MPl and a mass mg, we find that there is a sensible effective field theory which is valid up to a high-energy cutoff Λ parametrically above mg. Our methods allow for a transparent understanding of the many peculiarities associated with massive gravitons, among them the need for the Fierz-Pauli form of the Lagrangian, the presence or absence of the van Dam-Veltman-Zakharov discontinuity in general backgrounds, and the onset of non-linear effects and the breakdown of the effective theory at large distances from heavy sources. The natural sizes of all non-linear corrections beyond the Fierz-Pauli term are easily determined. The cutoff scales as Λ∼( mg4MPl) 1/5 for the Fierz-Pauli theory, but can be raised to Λ∼( mg2MPl) 1/3 in certain non-linear extensions. Having established that these models make sense as effective theories, there are a number of new avenues for exploration, including model building with gravity in theory space and constructing gravitational dimensions.