AM CVn systems are a rare (about a dozen previously known) class of cataclysmic variables, arguably encompassing the shortest orbital periods (down to about 10 minutes) of any known binaries. Both binary components are thought to be degenerate (or partially so), likely with mass-transfer from a helium-rich donor onto a white dwarf, driven by gravitational radiation. Although rare, AM CVn systems are of high interest as possible SN Ia progenitors, and because they are predicted to be common sources of gravity waves in upcoming experiments such as LISA. We have identified four new AM CVn candidates from the Sloan Digital Sky Survey (SDSS) spectral database. All four show hallmark spectroscopic characteristics of the AM CVn class: each is devoid of hydrogen features, and instead shows a spectrum dominated by helium. All four show double-peaked emission, indicative of helium-dominated accretion disks. Limited time-series CCD photometric follow-on data have been obtained for three of the new candidates from the ARC 3.5m; most notably, a 28.3 minute binary period with sharp, deep eclipses is discovered in one case, SDSS J0926+3624. This is the first confirmed eclipsing AM CVn, and our data allow initial estimates of binary parameters for this ultracompact system. The four new SDSS objects also provide a substantial expansion of the currently critically-small sample of AM CVn systems.