Fermi gases, collections of fermions such as neutrons and electrons, are found throughout nature, from solids to neutron stars. Interacting Fermi gases can form a superfluid or, for charged fermions, a superconductor. We have observed the superfluid phase transition in a strongly interacting Fermi gas by high-precision measurements of the local compressibility, density, and pressure. Our data completely determine the universal thermodynamics of these gases without any fit or external thermometer. The onset of superfluidity is observed in the compressibility, the chemical potential, the entropy, and the heat capacity, which displays a characteristic lambda-like feature at the critical temperature T-c/T-F = 0.167(13). The ground-state energy is 3/5 xi N E-F with xi = 0.376(4). Our measurements provide a benchmark for many-body theories of strongly interacting fermions.