Control of walking in rugged terrain requires one to incorporate different issues, such as the mechanical properties of legs and muscles, the neuronal control structures for the single leg, the mechanics and neuronal control structures for the coordination between legs, as well as central decisions that are based on external information and on internal states. Walking in predictable environments and fast running, to a large degree, rely on muscle mechanics. Conversely, slow walking in unpredictable terrain, e.g. climbing in rugged structures, has to rely on neuronal systems that monitor and intelligently react to specific properties of the environment. An arthropod model system that shows the latter abilities is the stick insect, based on which this review will be focused. An insect, when moving its six legs, has to control 18 joints, three per leg, and therefore has to control 18 degrees of freedom (d.f.). As the body position in space is determined by 6 d.f. only, there are 12 d.f. open to be selected. Therefore, a fundamental problem is as to how these extra d.f. are controlled. Based mainly on behavioural experiments and simulation studies, but also including neurophysiological results, the following control structures have been revealed. Legs act as basically independent systems. The quasi-rhythmic movement of the individual leg can be described to result from a structure that exploits mechanical coupling of the legs via the ground and the body. Furthermore, neuronally mediated influences act locally between neighbouring legs, leading to the emergence of insect-type gaits. The underlying controller can be described as a free gait controller. Cooperation of the legs being in stance mode is assumed to be based on mechanical coupling plus local positive feedback controllers. These controllers, acting on individual leg joints, transform a passive displacement of a joint into an active movement, generating synergistic assistance reflexes in all mechanically coupled joints. This architecture is summarized in the form of the artificial neural network, Walknet, that is heavily dependent on sensory feedback at the proprioceptive level. Exteroceptive feedback is exploited for global decisions, such as the walking direction and velocity.