From insect wings to tetrapod limbs, the appendages of animals have diversified with the functional demands associated with different behaviors and the invasion of new habitats. In addition to their roles as propulsors, the locomotor appendages of animals also act as sensors that provide critical mechanosensory feedback for the motor performance of animals. This thesis examines the role of sensory feedback in animal locomotion, and then, through an integrative approach, studies limb diversification by assessing the correlated evolution of limb mechanics, morphology, and mechanosensation. I focus on a diverse group of fishes, the wrasses (Labridae), which exhibit a continuum of pectoral fin-based swimming behaviors that range from drag-based rowing to lift-based flapping. While rowers are exceptional at acceleration and maneuverability, flappers are highly efficient and can reach higher cruising speeds. In chapter two, I show that mechanosensory feedback from the fin rays of the pectoral fin is necessary for effective labriform swimming in a parrotfish, Scarus quoyi. In control fish, fin beat frequency and the duration of muscle activity relative to total cycle duration both increase with increasing swimming speed. The loss of sensory feedback results in increased fin beat frequency, a transition to the body-caudal fin gait at slower speeds, and an increase in the duration of muscle activity. In chapter three, I examine the relationship between fin mechanics, swimming behavior, and hydrodynamic capability in two species of Labridae that employ different swimming behaviors, the flapping Gomphosus varius and the rowing Halichoeres bivittatus. I find that in both species, pectoral fin ray stiffness decreases along the proximo-distal axis of the fin, and that fin ray stiffness decreases along the chord of the fin from the leading to trailing edge. Comparing between species, I find that the pectoral fin rays of the flapper, G. varius, are nearly an order of magnitude and significantly stiffer than those of the rower, H. bivittatus. In chapter four, I assess how variation in fin ray geometry (second moment of area, I), material properties (E), fin ray segmentation and fin ray branching patterns explain the multiple levels of variation in fin ray stiffness (within a single ray and between rays, individuals, and species) and also combine to produce the overall stiffness field across the pectoral fin surface. Fin ray segmentation patterns and E were similar between species, measurements of I and the number of branch nodes were greater in G. varius in comparison to H. bivittatus, I was always significantly correlated with fin ray flexural stiffness, and variation in I always explained the majority of the variation in flexural stiffness. In chapter five, I build upon these previous chapters by examining the correlated evolution of pectoral fin shape, mechanics, and mechanosensation across the wrasse phylogeny. Character mapping demonstrates that stiff wing-like pectoral fins evolved multiple times in this group. Afferent nerve activity was recorded during fin bending, and across multiple independent evolutions of stiff fins, the afferents of stiffer fins were more sensitive at lower displacement amplitudes. These results demonstrate mechanosensory tuning to fin mechanics, and a consistent pattern of correlated evolution. Finally, in chapter six, I evaluate the results of earlier chapters in a broader context by outlining the use of integrative data in the design of bioinspired robotic vehicles and summarizing future research directions that will rely on the collaboration between biologists and engineers.