We introduce stochastic priority games — a new class of perfect information stochastic games. These games can take two different, but equivalent, forms. In stopping priority games a play can be stopped by the environment after a finite number of stages, however, infinite plays are also possible. In discounted priority games only infinite plays are possible and the payoff is a linear combination of the classical discount payoff and of a limit payoff evaluating the performance at infinity. Shapley games [12] and parity games [6] are special extreme cases of priority games.