The normal function of the hypothalamic-pituitary-adrenal (HPA) axis, and resultant glucocorticoid (GC) secretion, is essential for human health. Disruption of GC regulation is associated with pathologic, psychological, and physiological disease states such as depression, post-traumatic stress disorder, hypertension, diabetes, and osteopenia, among others. As such, understanding the mechanisms by which HPA output is tightly regulated in its responses to environmental stressors and circadian cues has been an active area of investigation for decades. Over the last 20 years, however, advances in gene targeting and genome modification in rodent models have allowed the detailed dissection of roles for key molecular mediators and brain regions responsible for this control in vivo to emerge. Here, we summarize work done to elucidate the function of critical neuropeptide systems, GC-signaling targets, and inflammation-associated pathways in HPA axis regulation and behavior, and highlight areas for future investigation.