The halteres of flies are mechanosensory organs that provide information about body rotations during flight. We measured haltere movements in a range of fly taxa during free walking and tethered flight. We find a diversity of wing-haltere phase relationships in flight, with higher variability in more ancient families and less in more derived families. Diverse haltere movements were observed during free walking and were correlated with phylogeny. We predicted that haltere removal might decrease behavioural performance in those flies that move them during walking and provide evidence that this is the case. Our comparative approach reveals previously unknown diversity in haltere movements and opens the possibility of multiple functional roles for halteres in different fly behaviours.