diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
new file mode 100644
index 00000000..6e5e9033
--- /dev/null
+++ b/.github/workflows/ci.yml
@@ -0,0 +1,98 @@
+name: CI
+
+on: [push, pull_request]
+
+jobs:
+  test:
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [macos-latest, windows-latest, ubuntu-latest]
+        python-version: [3.6, 3.7, 3.8]
+    name: Test - ${{ matrix.os }}, ${{ matrix.python-version }}
+    runs-on: ${{ matrix.os }}
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Fetch all history and metadata
+      run: |
+        git fetch --prune --unshallow
+        git checkout -b pr
+        git branch -f master origin/master
+
+    - name: Install clang-format
+      shell: bash
+      run: |
+        if [ "$RUNNER_OS" == "Linux" ]; then
+          sudo apt-get install clang-format-10
+        elif [ "$RUNNER_OS" == "Windows" ]; then
+          choco install llvm --version 10.0.0
+        elif [ "$RUNNER_OS" == "macOS" ]; then
+          brew install clang-format
+        else
+          echo "$RUNNER_OS not supported"
+          exit 1
+        fi
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install wpiformat
+      run: |
+        cd wpiformat
+        pip install -e .
+
+    - name: Install test dependencies
+      shell: bash
+      run: |
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          # This pytest dependency is installed manually with bash because the
+          # installation prints to stderr. Prints to stderr cause Powershell to
+          # report a nonzero return code and cause the tests to fail.
+          pip install wheel iniconfig
+        fi
+
+    - name: Run unit tests
+      run: |
+        git config --global user.email "you@example.com"
+        git config --global user.name "Your Name"
+        cd wpiformat
+        python setup.py test
+
+    - name: wpiformat - whole repo
+      run: |
+        python -m wpiformat -v
+
+    - name: wpiformat - one file
+      run: |
+        cd wpiformat
+        python -m wpiformat -f wpiformat/__init__.py -v
+
+    - name: wpiformat - absolute path to file
+      shell: bash
+      run: |
+        if [ "$RUNNER_OS" == "Linux" ]; then
+          python -m wpiformat -f /home/runner/work/styleguide/styleguide/wpiformat/wpiformat/__init__.py -v
+        elif [ "$RUNNER_OS" == "Windows" ]; then
+          python -m wpiformat -f /d/a/styleguide/styleguide/wpiformat/wpiformat/__init__.py -v
+        elif [ "$RUNNER_OS" == "macOS" ]; then
+          python -m wpiformat -f /Users/runner/work/styleguide/styleguide/wpiformat/wpiformat/__init__.py -v
+        else
+          echo "$RUNNER_OS not supported"
+          exit 1
+        fi
+
+    - name: wpiformat - multiple files
+      run: |
+        cd wpiformat
+        python -m wpiformat -f wpiformat/__init__.py wpiformat/__main__.py -v
+
+    - name: wpiformat - directory
+      run: |
+        cd wpiformat
+        python -m wpiformat -f wpiformat -v
+
+    - name: Ensure formatter made no changes
+      run: git --no-pager diff --exit-code HEAD
diff --git a/azure-pipelines.yml b/azure-pipelines.yml
deleted file mode 100644
index 9bc43946..00000000
--- a/azure-pipelines.yml
+++ /dev/null
@@ -1,114 +0,0 @@
-# Gradle
-# Build your Java projects and run tests with Gradle using a Gradle wrapper script.
-# Add steps that analyze code, save build artifacts, deploy, and more:
-# https://docs.microsoft.com/vsts/pipelines/languages/java
-
-resources:
-  containers:
-  - container: ubuntu18
-    image: ubuntu:18.04
-    options: "--name ci-container -v /usr/bin/docker:/tmp/docker:ro"
-
-jobs:
-  - job: Linux
-    pool:
-      vmImage: 'Ubuntu 16.04'
-
-    container: ubuntu18
-
-    steps:
-        - script: |
-            /tmp/docker exec -t -u 0 ci-container \
-            sh -c "apt-get update && DEBIAN_FRONTEND=noninteractive apt-get -o Dpkg::Options::="--force-confold" -y install sudo"
-          displayName: Set up sudo
-        - script: |
-            sudo apt-get update -y
-            sudo apt-get install clang-format gcc g++ python3-setuptools python3-dev git -y
-          displayName: 'Install Dependencies'
-        - script: |
-            git fetch --unshallow
-            cd wpiformat
-            python3 setup.py build
-            sudo python3 setup.py install --optimize=1 --skip-build
-          displayName: 'Build'
-        - script: |
-            git config --global user.email "you@example.com"
-            git config --global user.name "Your Name"
-            git checkout -b pr
-            git checkout master
-            git checkout pr
-          displayName: 'Make sure .git/refs/heads/master exists'
-        - script: |
-            cd wpiformat
-            python3 setup.py test
-          displayName: 'Run unit tests'
-        - script: |
-            python3 -m wpiformat -v
-          displayName: 'Run wpiformat'
-        - script: |
-            cd wpiformat
-            python3 -m wpiformat -f wpiformat/__init__.py -v
-          displayName: 'One file'
-        - script: |
-            cd wpiformat
-            python3 -m wpiformat -f /__w/1/s/wpiformat/wpiformat/__init__.py -v
-          displayName: 'Absolute path to file'
-        - script: |
-            cd wpiformat
-            python3 -m wpiformat -f wpiformat/__init__.py wpiformat/__main__.py -v
-          displayName: 'Multiple files'
-        - script: |
-            cd wpiformat
-            python3 -m wpiformat -f wpiformat -v
-          displayName: 'Directory'
-        - script: |
-            git --no-pager diff --exit-code HEAD
-          displayName: 'Ensure formatter made no changes'
-
-  - job: Windows
-    pool:
-      vmImage: 'vs2017-win2016'
-
-    steps:
-      - script: |
-          choco install llvm --version 6.0.1
-        displayName: 'Install Dependencies'
-      - script: |
-          git fetch --unshallow
-          cd wpiformat
-          py -3 setup.py build
-          py -3 setup.py install --optimize=1 --skip-build
-        displayName: 'Build'
-      - powershell: |
-          git config --global user.email "you@example.com"
-          git config --global user.name "Your Name"
-          git checkout -b pr
-          git checkout master
-          git checkout pr
-        displayName: 'Make sure .git/refs/heads/master exists'
-      - powershell: |
-          cd wpiformat
-          py -3 setup.py test
-        displayName: 'Run unit tests'
-      - powershell: |
-          py -3 -m wpiformat -v
-        displayName: 'Run wpiformat'
-      - powershell: |
-          cd wpiformat
-          py -3 -m wpiformat -f wpiformat\__init__.py -v
-        displayName: 'One file'
-      - powershell: |
-          cd wpiformat
-          py -3 -m wpiformat -f D:\a\1\s\wpiformat\wpiformat\__init__.py -v
-        displayName: 'Absolute path to file'
-      - powershell: |
-          cd wpiformat
-          py -3 -m wpiformat -f wpiformat\__init__.py wpiformat\__main__.py -v
-        displayName: 'Multiple files'
-      - powershell: |
-          cd wpiformat
-          py -3 -m wpiformat -f wpiformat -v
-        displayName: 'Directory'
-      - powershell: |
-          git --no-pager diff --exit-code HEAD
-        displayName: 'Ensure formatter made no changes'
diff --git a/wpiformat/wpiformat/__init__.py b/wpiformat/wpiformat/__init__.py
index 4665b360..d1115c66 100644
--- a/wpiformat/wpiformat/__init__.py
+++ b/wpiformat/wpiformat/__init__.py
@@ -287,6 +287,12 @@ def main():
             else:
                 files.append(name)
 
+    # Throw an error if any files or directories don't exist
+    for f in files:
+        if not os.path.exists(f):
+            print(f"error: {f}: No such file or directory")
+            sys.exit(1)
+
     # Convert relative paths of files to absolute paths
     files = [os.path.abspath(name) for name in files]