1. A method, comprising: initiating, by a storage gateway on a customer network, a process that registers the storage gateway with a service provider that provides a remote data store to customers of the service provider; receiving, by the storage gateway, configuration information that specifies that the storage gateway is to serve as a shadowing gateway on the customer network, wherein a shadowing gateway shadows data stored on a local data store within the customer network to the remote data store, wherein the local data store serves as the primary data store for the data; the storage gateway configuring as a shadowing gateway on the customer network in response to the configuration information; receiving, by the storage gateway from one or more processes on the customer network, read requests and write requests directed to the primary data store; for the read requests, passing the read requests to the primary data store; and for the write requests: passing the write requests to the primary data store; and sending write data indicated by the write requests to the service provider to update a snapshot of the primary data store on the remote data store with the write data.