We report the of the existence of RV Tauri stars in the Large Magellanic Cloud (LMC). This class of variable star has hitherto been unidentified in the Magellanic Clouds. In light and color curve behavior the RV Tauri stars appear to be an extension of the Type II Cepheids to longer periods. A single period-luminosity-color relationship is seen to describe both the Type II Cepheids and the RV Tauri stars in the LMC.