We introduce the concept of convolutional factor graphs, which represent convolutional factorizations of multivariate functions, just as conventional (multiplicative) factor graphs represent multiplicative factorizations. Convolutional and multiplicative factor graphs arise as natural Fourier transform duals. In coding theory applications, algebraic duality of group codes is essentially an instance of Fourier transform duality. Convolutional factor graphs arise when a code is represented as a sum of subcodes, just as conventional multiplicative factor graphs arise when a code is represented as an intersection of supercodes. With auxiliary variables, convolutional factor graphs give rise to "syndrome realizations" of codes, just as multiplicative factor graphs with auxiliary variables give rise to "state realizations." We introduce normal and co-normal extensions of a multivariate function, which essentially allow a given function to be represented with either a multiplicative or a convolutional factorization, as is convenient. We use these function extensions to derive a number of duality relationships among the corresponding factor graphs, and use these relationships to obtain the duality properties of Forney graphs as a special case.