Measurements of the production of forward pi0 mesons from p+p and d+Au collisions at sqrt(s_NN)=200 GeV are reported. The p+p yield generally agrees with next-to-leading order perturbative QCD calculations. The d+Au yield per binary collision is suppressed as eta increases, decreasing to ~30% of the p+p yield at <eta>=4.00, well below shadowing expectations. Exploratory measurements of azimuthal correlations of the forward pi0 with charged hadrons at eta~0 show a recoil peak in p+p that is suppressed in d+Au at low pion energy. These observations are qualitatively consistent with a saturation picture of the low-x gluon structure of heavy nuclei.