Constructs from conformal geometry are important in low dimensional gravity models, while in higher dimensions the higher curvature interactions of Lovelock gravity are similarly prominent. Considering conformal invariance in the context of Lovelock gravity leads to natural, higher-curvature generalizations of the Weyl, Schouten, Cotton and Bach tensors, with properties that straightforwardly extend those of their familiar counterparts. As a first application, we introduce a new set of conformally invariant gravity theories in D=4k dimensions, based on the squares of the higher curvature Weyl tensors.