This paper describes the design and implementation of our new multi-group, multi-dimensional radiation hydrodynamics (RHD) code Fornax and provides a suite of code tests to validate its application in a wide range of physical regimes. Instead of focusing exclusively on tests of neutrino radiation hydrodynamics relevant to the core-collapse supernova problem for which Fornax is primarily intended, we present here classical and rigorous demonstrations of code performance relevant to a broad range of multi-dimensional hydrodynamic and multi-group radiation hydrodynamic problems. Our code solves the comoving-frame radiation moment equations using the M1 closure, utilizes conservative high-order reconstruction, employs semi-explicit matter and radiation transport via a high-order time stepping scheme, and is suitable for application to a wide range of astrophysical problems. To this end, we first describe the philosophy, algorithms, and methodologies of Fornax and then perform numerous stringent code tests, that collectively and vigorously exercise the code, demonstrate the excellent numerical fidelity with which it captures the many physical effects of radiation hydrodynamics, and show excellent strong scaling well above 100k MPI tasks.