Autotomy has evolved in many animal lineages as a means of predator escape, and involves the voluntary shedding of body parts. In vertebrates, caudal autotomy (or tail shedding) is the most common form, and it is particularly widespread in lizards. Here, we develop a framework for thinking about how tail loss can have fitness consequences, particularly through its impacts on locomotion. Caudal autotomy is fundamentally an alteration of morphology that affects an animal's mass and mass distribution. These morphological changes affect balance and stability, along with the performance of a range of locomotor activities, from running and climbing to jumping and swimming. These locomotor effects can impact on activities critical for survival and reproduction, including escaping predators, capturing prey and acquiring mates. In this Commentary, we first review work illustrating the (mostly) negative effects of tail loss on locomotor performance, and highlight what these consequences reveal about tail function during locomotion. We also identify important areas of future study, including the exploration of new behaviors (e.g. prey capture), increased use of biomechanical measurements and the incorporation of more field-based studies to continue to build our understanding of the tail, an ancestral and nearly ubiquitous feature of the vertebrate body plan.