The study of immunity has become an important area of investigation for researchers in a wide range of areas outside the traditional discipline of immunology. For the last several decades, psychoneuroimmunology (PNI) has strived to identify key interactions among the nervous, endocrine and immune systems and behavior. More recently, the field of ecological immunology (ecoimmunology) has been established within the perspectives of ecology and evolutionary biology, sharing with PNI an appreciation of the environmental influences on immune function. The primary goal of ecoimmunology is to understand immune function within a broadly integrative, organismal context, typically from an ultimate, evolutionary perspective. To accomplish this ecoimmunology, like PNI, has become a broadly integrative field of investigation, combining diverse approaches from evolution and ecology to endocrinology and neurobiology. The disciplines of PNI and ecoimmunology, with their unique yet complementary perspectives and methodologies, have much to offer one another. Researchers in both fields, however, remain largely unaware of each other's findings despite attempts at integration. The goal of this review is to share with psychoneuroimmunologists and other mechanistically-oriented researchers some of the core concepts and principles, as well as relevant recent findings, within ecoimmunology with the hope that this information will prove relevant to their own research programs. More broadly, our goal is to attempt to integrate both the proximate and ultimate perspectives offered by PNI and ecoimmunology respectively into a common theoretical framework for understanding neuro-endocrine-immune interactions and behavior in a larger ecological, evolutionary context.