Human-driven rapid environmental changes such as urbanization challenge the persistence of animal populations worldwide. A major aim of research in urban ecology is to unravel which traits allow animals to successfully deal with these new selective pressures. Since behavior largely determines how animals interact with the environment, it is expected to be an important factor determining their success in urban environments. However, behavior is a complex trait and fully understanding how it contributes to urban success is not straightforward: different behaviors may help animals deal with urbanization at different levels of biological organization. For instance, at the species level, urban exploiters often share behaviors that allow them to successfully forage and reproduce in urban areas. However, these behaviors are not necessarily the same that differentiate urban populations from populations of the same species in less disturbed environments. In addition, individual-level studies are essential to identify which mechanisms favor survival and reproduction in urbanized settings. Yet, longitudinal, mid-to-long-term studies of animal behavior at the individual level have largely been limited by logistic challenges. Here, I suggest that research programs in urban behavioral ecology should consider studying behavior at species-, population-, and individual-levels to achieve an integrative understanding of how animal behavior governs urban success. I use recent research carried out in Anolis lizards as an example to illustrate recent progress in behavioral urban ecology. Finally, I suggest some avenues of research at the individual level that could bring insight toward an integrative perspective of the role of behavior in urbanization. Integrative research programs in urban behavioral ecology will provide valuable insight to design management measures to maximize biodiversity and preserve ecosystem services.