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Synopsis Locomotion is a hallmark of organisms which has enabled adaptive radiation to an extraordinarily diverse class of ecological niches, and allows animals to move across vast distances. Sampling from multiple sensory modalities enables animals to acquire rich information to guide locomotion. Locomotion without sensory feedback is haphazard; therefore, sensory and motor systems have evolved complex interactions to generate adaptive behavior. Notably, sensory-guided locomotion acts over broad spatial and temporal scales to permit goal-seeking behavior, whether to localize food by tracking an attractive odor plume or to search for a potential mate. How does the brain integrate multimodal stimuli over different temporal and spatial scales to effectively control behavior? In this review, we classify locomotion into three ordinally ranked hierarchical layers that act over distinct spatiotemporal scales: stabilization, motor primitives, and higher-order tasks, respectively. We discuss how these layers present unique challenges and opportunities for sensorimotor integration. We focus on recent advances in invertebrate locomotion due to their accessible neural and mechanical signals from the whole brain, limbs, and sensors. Throughout, we emphasize neural-level description of computations for multimodal integration in genetic model systems, including the fruit fly, Drosophila melanogaster, and the yellow fever mosquito, Aedes aegypti. We identify that summation (e.g., gating) and weighting—which are inherent computations of spiking neurons—underlie multimodal integration across spatial and temporal scales, therefore suggesting collective strategies to guide locomotion.