Measurements of the production of forward pi0 mesons from p + p and d + Au collisions at square root sNN=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 approximately 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 approximately 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.