We identify and characterize interplanetary coronal mass ejections (ICMEs) observed by Voyager 2 in the heliosphere between 1 and 30 AU. We use abnormally low proton temperatures as the primary identification signature of ICMEs and use other plasma and magnetic field data to verify these identifications. The ICME rate is solar cycle dependent; during the solar minimum of 1986--1987 only a few ICMEs were identified each year, compared with tens per year during solar maxima. The average radial width of ICMEs increases with distance from 1 to ~15 AU; outside ~15 AU the average radial width is roughly constant. The radial expansion speed of ICMEs is of the order of the Alfv¿n speed. Comparison of the radial profiles of the ICME and background solar wind shows that the magnetic field decreases faster in ICMEs than in the solar wind but that the density and temperature decrease more slowly than in the solar wind. Many ICMEs identified at Voyager 2 do not have obvious counterparts at Earth. A one-dimensional MHD model is employed to associate ICMEs observed at Earth with those observed at Voyager 2.