The walk distances in graphs are defined as the result of appropriate transformations of the \sum_{k=0}^\infty (tA)^k proximity measures, where A is the weighted adjacency matrix of a graph and t is a sufficiently small positive parameter. The walk distances are graph-geodetic; moreover, they converge to the shortest path distance and to the so-called long walk distance as the parameter t approaches its limiting values. Furthermore, the logarithmic forest distances which are known to generalize the resistance distance and the shortest path distance are a specific subclass of walk distances. On the other hand, the long walk distance is equal to the resistance distance in a transformed graph.