Sexual selection has resulted in some of the most captivating features of insects, including flashy colors, bizarre structures, and complex pheromones. These features evolve in dynamic environments, where conditions can change rapidly over space and time. However, only recently has ecological complexity been embraced by theory and practice in sexual selection. We review replicated selection studies as well as studies on variation in the agents of selection to delineate gaps in current knowledge and clarify exciting new directions for research. Existing work suggests that fluctuations in sexual selection may be extremely common, though work on the ecological factors influencing these fluctuations is scarce. We suggest that deeper ecological perspectives on sexual selection may alter some of the fundamental assumptions of sexual selection theory and rapidly lead to new discoveries.