We identify and characterize interplanetary coronal mass ejections (ICMEs) observed by spacecraft in the solar wind, namely Helios 1 and 2, PVO, ACE, and Ulysses, which together cover heliocentric distances from 0.3 to 5.4 AU. The primary identification signature used to look for ICMEs is abnormally low proton temperatures. About 600 probable ICMEs were identified from the solar wind plasma and magnetic field data from these spacecraft. We use these events to study the radial evolution of ICMEs between 0.3 and 5.4 AU, mainly in a statistical sense. The occurrence rate of ICME approximately follows the solar activity cycle. ICMEs expand as they move outward since the internal pressure is generally larger than the external pressure. The average radial width of ICMEs increases with distance. ICMEs expand by a factor of 2.7 in radial width between 1 and 5 AU. The radial expansion speed of ICMEs decreases with distance and is of the order of the Alfv¿n speed. The density and magnetic field magnitude decrease faster in ICMEs, which fall off with distance R as R-2.4 and R-1.5, respectively, than in the ambient solar wind; however, the temperature decreases as R-0.7, slightly less rapid than in the ambient solar wind. These results are consistent with previous findings with relatively limited data coverage. We also use a one-dimensional MHD model to investigate the radial expansion of the ICMEs and find that the radial expansion speed is of the order of the Alfv¿n speed, consistent with the observations.