Differentiable physics is a powerful tool in computer vision and robotics for scene understanding and reasoning about interactions. Existing approaches have frequently been limited to objects with simple shape or shapes that are known in advance. In this paper, we propose a novel approach to differentiable physics with frictional contacts which represents object shapes implicitly using signed distance fields (SDFs). Our simulation supports contact point calculation even when the involved shapes are nonconvex. Moreover, we propose ways for differentiating the dynamics for the object shape to facilitate shape optimization using gradient-based methods. In our experiments, we demonstrate that our approach allows for model-based inference of physical parameters such as friction coefficients, mass, forces or shape parameters in several challenging synthetic scenarios from trajectory and depth image observations.