Deep networks have been successfully applied to unsupervised feature learning for single modalities (e.g., text, images or audio). In this work, we propose a novel application of deep networks to learn features over multiple modalities. We present a series of tasks for multimodal learning and show how to train a deep network that learns features to address these tasks. In particular, we demonstrate cross modality feature learning, where better features for one modality (e.g., video) can be learned if multiple modalities (e.g., audio and video) are present at feature learning time. Furthermore, we show how to learn a shared representation between modalities and evaluate it on a unique task, where the classifier is trained with audio-only data but tested with video-only data and vice-versa. We validate our methods on the CUAVE and AVLetters datasets with an audio-visual speech classification task, demonstrating superior visual speech classification on AVLetters and effective multimodal fusion.