1. A method for creating a snapshot of a data store associated with a virtual machine using a proxy computing device on which the virtual machine resides, the method comprising: receiving a snapshot request at the proxy computing device, the proxy computing device having: one or more processors, one or more data stores, a plurality of virtual machines instantiated on the proxy computing device, each of the plurality of virtual machines configured to execute an operating system of the respective virtual machine, wherein the plurality of virtual machines are instantiated using the one or more processors, each of the plurality of virtual machines comprising a virtual data store comprising primary data generated by at least one application executing on the respective virtual machine, wherein the virtual data stores of the plurality of virtual machines share the one or more data stores, and a virtual data agent configured to manage backup storage operations of the respective virtual machine, a virtual machine manager configured to manage the use of the one or more processors and the one or more data stores by the plurality of virtual machines, and a data agent configured to manage backup storage operations of the proxy computing device, wherein the snapshot request comprises a request by the virtual data agent of a first virtual machine of the plurality of virtual machines to create a point-in-time snapshot copy of at least a portion of the virtual data store of the first virtual machine, and wherein the proxy computing device forms part of a networked storage system comprising at least one storage device that is configured to take snapshots representing point-in-time copies of data; forwarding, by the data agent of the proxy computing device, the snapshot request to the storage device on behalf of the first virtual machine, wherein a point-in-time snapshot of the portion of the virtual data store is created on the storage device in response to the snapshot request; receiving, at the proxy computing device, a snapshot identifier associated with the point-in-time snapshot; and forwarding the snapshot identifier to the first virtual machine by the proxy computing device.