Human-induced changes to the environment represent a new set of selective pressures on wildlife that have the potential to affect their physiology (e.g., endocrine system, immune system, host-microbiome), morphology (e.g., coloration, vocalization, body condition), and behavior (e.g., boldness, home-range size, nesting/denning choices). One large source of human-induced change is the rise in urbanization -- defined as the conversion of natural habitats into areas partly covered by buildings, roads, sidewalks, and other impervious human constructions -- that makes an area suitable for permanent and high-density human occupation. The largely irreversible transformation of both habitat structure and ecological processes in urban areas is expected to act as a set of selective pressures, favoring organismal traits that are best suited to persist or even thrive near humans. These pressures mean that to forestall local and perhaps permanent extinction, wildlife must adapt to these new conditions, such as through phenotypic plasticity or inter-generational microevolution. For this dissertation, I sought to understand how varying degrees of urbanization impact the physiology of a free-living avian species by focusing on three systems, namely the stress-mediated HPA axis (the modulation of “stress hormones” such as corticosterone), the innate immune response, and the gut microbiome (its diversity and community composition, and metabolic functions. Importantly, I tested for direct and indirect links that might exist among these three systems, either amplifying adaptation or compensating for negative effects under varying urbanized gradients.