We consider the continuation of free and interacting scalar field theory to non-integer spacetime dimension d. We find that the correlation functions in these theories are necessarily incompatible with unitarity (or with reflection positivity in Euclidean signature). In particular, the theories contain negative norm states unless d is a positive integer. These negative norm states can be obtained via the OPE from simple positive norm operators, and are therefore an integral part of the theory. At the Wilson-Fisher fixed point the non-unitarity leads to the existence of complex anomalous dimensions. We demonstrate that they appear already at leading order in the epsilon expansion.