Summary: It is shown that in theories of gravity where the cosmological constant is considered a thermodynamic variable, it is natural to use black holes as heat engines. Two examples are presented in detail using AdS charged black holes as the working substance. We notice that for static black holes, the maximally efficient traditional Carnot engine is also a Stirling engine. The case of negative cosmological constant supplies a natural realization of these engines in terms of the field theory description of the fluids to which they are holographically dual. We first propose a precise picture of how the traditional thermodynamic dictionary of holography is extended when the cosmological constant is dynamical and then conjecture that the engine cycles can be performed by using renormalization group flow. We speculate about the existence of a natural dual field theory counterpart to the gravitational thermodynamic volume.