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Whittaker modules have been well studied in the setting of complex semisimple Lie algebras. Their definition can easily be generalized to certain other Lie algebras with triangular decomposition, including the Virasoro algebra. We define Whittaker modules for the Virasoro algebra and obtain analogues to several results from the classical setting, including a classification of simple Whittaker modules by central characters and composition series for general Whittaker modules.