Locomotion is a defining characteristic of animal life and plays a crucial role in most behaviors. Locomotion involves physical activity, which can have far-reaching effects on physiology and neurobiology, both acutely and chronically. In human populations and in laboratory rodents, higher levels of physical activity are generally associated with positive health outcomes, although excessive exercise can have adverse consequences. Whether and how such relationships occur in wild animals is unknown. Behavioral variation among individuals arises from genetic and environmental factors and their interactions as well as from developmental programming (persistent effects of early-life environment). Although tremendous progress has been made in identifying genetic and environmental influences on individual differences in behavior, early-life effects are not well understood. Early-life effects can in some cases persist across multiple generations following a single exposure and, in principle, may constrain or facilitate the rate of evolution at multiple levels of biological organization. Understanding the mechanisms of such transgenerational effects (e.g., exposure to stress hormones in utero, inherited epigenetic alterations) may prove crucial to explaining unexpected and/or sex-specific responses to selection as well as limits to adaptation. One area receiving increased attention is early-life effects on adult physical activity. Correlational data from epidemiological studies suggest that early-life nutritional stress can (adversely) affect adult human activity levels and associated physiological traits (e.g., body composition, metabolic health). The few existing studies of laboratory rodents demonstrate that both maternal and early-life exercise can affect adult levels of physical activity and related phenotypes. Going forward, rodents offer many opportunities for experimental studies of (multigenerational) early-life effects, including studies that use maternal exposures and cross-fostering designs.