We present the results of searches by the CDF and D0 Collaborations for Higgs boson production in p anti-p collisions at s**(1/2) = 1.96 TeV. The searches are performed in a range of production and decay channels predicted by the Standard Model and its minimal supersymmetric extension (MSSM) with data samples corresponding to 200-950 pb-1. In the absence of signal, the results are used to set upper limits on Higgs production cross sections times branching fractions.