1. A method, comprising: initiating, by a storage gateway on a customer network, a process that registers the storage gateway with a remote 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 that shadows data stored on a local data store within the customer network to the remote data store, wherein the local data store serves as a primary data store for the customer data; the storage gateway configuring as the shadowing gateway on the customer network in response to the configuration information; uploading at least a portion of the data stored on the local data store to the service provider to make a snapshot of the primary data store on the remote data store consistent with the primary data store on the customer network; 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, wherein the storage gateway receives the read and write requests from the one or more processes on the customer network via a block storage protocol; 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 the snapshot of the primary data store on the remote data store with the write data.