Evolutionary modifications in nervous systems enabled organisms to adapt to their specific environments and underlie the remarkable diversity of behaviors expressed by animals. Resolving the pathways that shaped and modified neural circuits during evolution remains a significant challenge. Comparative studies have revealed a surprising conservation in the intrinsic signaling systems involved in early patterning of bilaterian nervous systems but also raise the question of how neural circuit compositions and architectures evolved within specific animal lineages. In this review, we discuss the mechanisms that contributed to the emergence and diversity of animal nervous systems, focusing on the circuits governing vertebrate locomotion.