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As the computational power of GPUs continues to scale with Moore's Law, an increasing number of applications are becoming limited by memory bandwidth. We propose an approach for programming GPUs with tightly-coupled specialized DMA warps for performing memory transfers between on-chip and off-chip memories. Separate DMA warps improve memory bandwidth utilization by better exploiting available memory-level parallelism and by leveraging efficient inter-warp producer-consumer synchronization mechanisms. DMA warps also improve programmer productivity by decoupling the need for thread array shapes to match data layout. To illustrate the benefits of this approach, we present an extensible API, CudaDMA, that encapsulates synchronization and common sequential and strided data transfer patterns. Using CudaDMA, we demonstrate speedup of up to 1.37× on representative synthetic micro-benchmarks, and 1.15×-3.2× on several kernels from scientific applications written in CUDA running on NVIDIA Fermi GPUs.