This thesis explores proofs by coupling from the perspective of formal verification. Long employed in probability theory and theoretical computer science, these proofs construct couplings between the output distributions of two probabilistic processes. Couplings can imply various probabilistic relational properties, guarantees that compare two runs of a probabilistic computation. To give a formal account of this clean proof technique, we first show that proofs in the program logic pRHL (probabilistic Relational Hoare Logic) describe couplings. We formalize couplings that establish various probabilistic properties, including distribution equivalence, convergence, and stochastic domination. Then we deepen the connection between couplings and pRHL by giving a proofs-as-programs interpretation: a coupling proof encodes a probabilistic product program, whose properties imply relational properties of the original two programs. We design the logic xpRHL (product pRHL) to build the product program, with extensions to model more advanced constructions including shift coupling and path coupling. We then develop an approximate version of probabilistic coupling, based on approximate liftings. It is known that the existence of an approximate lifting implies differential privacy, a relational notion of statistical privacy. We propose a corresponding proof technique---proof by approximate coupling---inspired by the logic apRHL, a version of pRHL for building approximate liftings. Drawing on ideas from existing privacy proofs, we extend apRHL with novel proof rules for constructing new approximate couplings. We give approximate coupling proofs of privacy for the Report-noisy-max and Sparse Vector mechanisms, well-known algorithms from the privacy literature with notoriously subtle privacy proofs, and produce the first formalized proof of privacy for these algorithms in apRHL. Finally, we enrich the theory of approximate couplings with several more sophisticated constructions: a principle for showing accuracy-dependent privacy, a generalization of the advanced composition theorem from differential privacy, and an optimal approximate coupling relating two subsets of samples. We also show equivalences between approximate couplings and other existing definitions. These ingredients support the first formalized proof of privacy for the Between Thresholds mechanism, an extension of the Sparse Vector mechanism.