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We describe a new Godunov algorithm for relativistic magnetohydrodynamics (RMHD) that combines a simple, unsplit second order accurate integrator with the constrained transport (CT) method for enforcing the solenoidal constraint on the magnetic field. A variety of approximate Riemann solvers are implemented to compute the fluxes of the conserved variables. The methods are tested with a comprehensive suite of multidimensional problems. These tests have helped us develop a hierarchy of correction steps that are applied when the integration algorithm predicts unphysical states due to errors in the fluxes, or errors in the inversion between conserved and primitive variables. Although used exceedingly rarely, these corrections dramatically improve the stability of the algorithm. We present preliminary results from the application of these algorithms to two prob-lems in RMHD: the propagation of supersonic magnetized jets, and the amplifi-cation of magnetic field by turbulence driven by the relativistic Kelvin-Helmholtz instability (KHI). Both of these applications reveal important differences between the results computed with Riemann solvers that adopt different approximations for the fluxes. For example, we show that use of Riemann solvers which include a