Nyx: a massively parallel AMR code for computational cosmology. We present a new N-body and gas dynamics code, called Nyx, for large-scale cosmological simulations. Nyx follows the temporal evolution of a system of discrete dark matter particles gravitationally coupled to an inviscid ideal fluid in an expanding universe. The gas is advanced in an Eulerian framework with block-structured adaptive mesh refinement; a particle-mesh scheme using the same grid hierarchy is used to solve for self-gravity and advance the particles. Computational results demonstrating the validation of Nyx on standard cosmological test problems, and the scaling behavior of Nyx to 50,000 cores, are presented