The Hochschild cohomology of an associative algebra records information about the deformations of that algebra, and hence the first step toward understanding its deformations is an examination of the Hochschild cohomology. In this dissertation, we use techniques from homological algebra, invariant theory, and combinatorics to analyze the Hochschild cohomology of skew group algebras arising from finite cyclic groups acting on polynomial rings over fields of arbitrary characteristic. These algebras are the natural semidirect product of the group ring with the polynomial ring. Many families of algebras arise as deformations of skew group algebras, such as symplectic reflection algebras and rational Cherednik algebras. We give an explicit description of the Hochschild cohomology governing graded deformations of skew group algebras for cyclic groups acting on polynomial rings. For skew group algebras, a description of the Hochschild cohomology is known in the nonmodular setting (i.e., when the characteristic of the field and the order of the group are coprime). However, in the modular setting (i.e., when the characteristic of the field divides the order of the group), much less is known, as techniques commonly used in the nonmodular setting are not available.