We present a framework for differential modulation with multiple antennas across a continuously fading channel, where neither the transmitter nor the receiver knows the fading coefficients. The framework can be seen as a natural extension of standard differential, phase-shift keying commonly used in single-antenna unknown-channel systems. We show how our differential framework links the unknown-channel system with a known-channel system, and we develop performance design criteria. As a special case, we introduce a class of diagonal signals where only one antenna is active at any time, and demonstrate how these signals may be used to achieve full transmitter diversity and low probability of error.