Most experiments on the flight behavior of the fruit fly, Drosophila melanogaster, have been performed within confined laboratory chambers, yet the natural history of these animals involves dispersal that takes place on a much larger spatial scale. Recently, my laboratory has performed a series of release-and-recapture experiments that demonstrate that these flies can navigate over 10 km of open desert in just a few hours without the possibility of feeding along the way. Such excursions are only possible because flies can actively maintain a constant heading. In this talk, I will discuss a hierarchy of mechanisms that enable flies to maintain a stable course in the face of external and internal perturbations. By exploiting new experimental methods and modern genetics, my lab is attempting to identify the neurobiological and biomechanics specializations that underlie these capabilities. Collectively, this new research provides insight into ancient sensory-motor modules that have helped make insect the most successful group of animals in the history of life.