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We investigate the properties of hybrid gravitational/hydrodynamic simulations, examining both the numerics and the general physical properties of gravitationally driven hierarchical collapse in a mixed baryonic/dark matter fluid. We demonstrate that, under certain restrictions, such simulations converge with increasing resolution to a consistent solution. The dark matter achieves convergence provided that the relevant scales dominating nonlinear collapse are resolved. If the gas has a minimum temperature (as expected, for example, when intergalactic gas is heated by photoionization due to the ultraviolet background) and the corresponding Jeans mass is resolved, then the baryons also converge. However, if there is no minimum baryonic collapse mass or if this scale is not resolved, then the baryon results err in a systematic fashion. In such a case, as resolution is increased, the baryon distribution tends toward a …