Locomotion is a very diverse phenomenon that results from the interactions of a body and its environment and enables a body to move from one position to another. Underlying control principles rely among others on the generation of intrinsic body movements, adaptation and synchronization of those movements with the environment, and the generation of respective reaction forces that induce locomotion. We use mathematical and physical models, namely robots, to investigate how movement patterns emerge in a specific environment, and to what extent central and peripheral mechanisms contribute to movement generation. We explore insect walking, undulatory swimming and bimodal terrestrial and aquatic locomotion. We present relevant findings that explain the prevalence of tripod gaits for fast climbing based on the outcome of an optimization procedure. We also developed new control paradigms based on local sensory pressure feedback for anguilliform swimming, which include oscillator-free and decoupled control schemes, and a new design methodology to create physical models for locomotion investigation based on a salamander-like robot. The presented work includes additional relevant contributions to robotics, specifically a new fast dynamically stable walking gait for hexapedal robots and a decentralized scheme for highly modular control of lamprey-like undulatory swimming robots.