We develop the theory of fundamental classes in the setting of motivic homotopy theory. Using this we construct, for any motivic spectrum, an associated bivariant theory in the sense of Fulton-MacPherson. We import the tools of Fulton's intersection theory into this setting: (refined) Gysin maps, specialization maps, and formulas for excess intersections, self-intersections, and blow-ups. We also develop a theory of Euler classes of vector bundles in this setting. For the Milnor-Witt spectrum recently constructed by D\'eglise-Fasel, we get a bivariant theory extending the Chow-Witt groups of Barge-Morel, in the same way the higher Chow groups extend the classical Chow groups. As another application we prove a motivic Gauss-Bonnet formula, computing Euler characteristics in the motivic homotopy category.