Quantitative information flow aims to assess and control the leakage of sensitive information by computer systems. A key insight in this area is that no single leakage measure is appropriate in all operational scenarios; as a result, many leakage measures have been proposed, with many different properties. To clarify this complex situation, this paper studies information leakage axiomatically, showing important dependencies among different axioms. It also establishes a completeness result about the g-leakage family, showing that any leakage measure satisfying certain intuitively-reasonable properties can be expressed as a g-leakage.