We define the notion of Weyl anomalies, measuring the violation of local scale invariance, in interacting quantum field theory on curved spacetimes in the framework of locally covariant field theory. We discuss some general properties of Weyl anomalies, such as their relation to the trace anomaly. We study the trace anomaly in detail for the $\phi^4$ theory, in particular determining it up to second order in the interaction. We also show that at third order in the interaction a potential $\Box \phi^2$ term can be removed by finite renormalization.