In this paper we study the local cohomology modules of Du Bois singularities. Let $(R,\mathfrak{m})$ be a local ring; we prove that if $R_{\text{red}}$ is Du Bois, then $H_{\mathfrak{m}}^{i}(R)\rightarrow H_{\mathfrak{m}}^{i}(R_{\text{red}})$ is surjective for every $i$. We find many applications of this result. For example, we answer a question of Kovács and Schwede [Inversion of adjunction for rational and Du Bois pairs, Algebra Number Theory 10 (2016), 969–1000; MR 3531359] on the Cohen–Macaulay property of Du Bois singularities. We obtain results on the injectivity of $\operatorname{Ext}$ that provide substantial partial answers to questions in Eisenbud et al. [Cohomology on toric varieties and local cohomology with monomial supports, J. Symbolic Comput. 29 (2000), 583–600] in characteristic $0$. These results can also be viewed as generalizations of the Kodaira vanishing theorem for Cohen–Macaulay Du Bois varieties. We prove results on the set-theoretic Cohen–Macaulayness of the defining ideal of Du Bois singularities, which are characteristic-$0$ analogs and generalizations of results of Singh–Walther and answer some of their questions in Singh and Walther [On the arithmetic rank of certain Segre products, in Commutative algebra and algebraic geometry, Contemporary Mathematics, vol. 390 (American Mathematical Society, Providence, RI, 2005), 147–155]. We extend results on the relation between Koszul cohomology and local cohomology for $F$-injective and Du Bois singularities first shown in Hochster and Roberts [The purity of the Frobenius and local cohomology, Adv. Math. 21 (1976), 117–172; MR 0417172 (54 #5230)]. We also prove that singularities of dense $F$-injective type deform.