Diffraction gratings are ubiquitous wavelength dispersive elements for photons as well as for subatomic particles, atoms, and large molecules. They serve as enabling devices for spectroscopy, microscopy, and interferometry in numerous applications across the physical sciences. Transmission gratings are required in applications that demand high alignment and figure error tolerances, low weight and size, or a straight-through zero-order beam. However, photons or particles are often strongly absorbed upon transmission, e.g., in the increasingly important extreme ultraviolet (EUV) and soft x-ray band, leading to low diffraction efficiency. We demonstrate the performance of a critical-angle transmission (CAT) grating in the EUV and soft x-ray band that for the first time combines the advantages of transmission gratings with the superior broadband efficiency of blazed reflection gratings via reflection from nanofabricated periodic arrays of atomically smooth nanometer-thin silicon mirrors at angles below the critical angle for total external reflection. The efficiency of the CAT grating design is not limited to photons, but also opens the door to new, sensitive, and compact experiments and applications in atom and neutron optics, as well as for the efficient diffraction of electrons, ions, or molecules.