The electrical properties of graphene depend sensitively on the substrate. For example, recent measurements of epitaxial graphene on SiC show resistance arising from steps on the substrate. Here we calculate the deformation of graphene at substrate steps, and the resulting electrical resistance, over a wide range of step heights. The elastic deformations contribute only a very small resistance at the step. However, for graphene on SiC(0001) there is strong substrate-induced doping, and this is substantially reduced on the lower side of the step where graphene pulls away from the substrate. The resulting resistance explains the experimental measurements.