In the rapidly evolving area of integrated photonics, there is a growing need for materials that satisfy the particular requirements of increasingly complex and specialized devices and applications. Present photonic material platforms have made significant progress over the past years; however, each platform still faces specific material and performance challenges. We introduce a novel material for integrated photonics: Aluminum Gallium Nitride (AlGaN) on Aluminum Nitride (AlN) as a platform for developing reconfigurable and nonlinear on-chip optical systems. AlGaN combines compatibility with standard semiconductor fabrication technologies, high electro-optic modulation capabilities, and large nonlinear coefficients while providing a broad and low-loss spectral transmission range, making it a viable material for advanced photonic applications. In this work, we design and grow AlGaN/AlN heterostructures and integrate fundamental photonic building blocks into these chips. In particular, we fabricate edge couplers, low-loss waveguides, directional couplers, and tunable high-quality factor ring resonators to enable nonlinear light-matter interaction and quantum functionality. The comprehensive platform we present in this work paves the way for nonlinear photon-pair generation applications, on-chip nonlinear quantum frequency conversion, and fast electro-optic modulation for switching and routing classical and quantum light fields.