Background: National physical activity (PA) policy processes are only beginning to be studied in Latin America, and little attention has focused at the subnational level. This study examined national–subnational relations in the policy process (agenda setting, policy formulation, adoption, implementation, and evaluation) in selected Latin American countries. Methods: The Global Observatory for Physical Activity’s (GoPA!) INTEGRATE-PA-Pol tool was applied in Colombia, Costa Rica, Ecuador, and Mexico. Data were collected in matched pairs of the capital plus one noncapital city among national and subnational policymakers (n = 27), previously identified by the GoPA! Country Contacts. PA policy development and implementation were assessed using descriptive statistics. Results: Twenty-three (response rate = 85.2%) informants provided data, mainly from the health sector (52.2%), followed by the sport (26.1%), transport (13.0%), and education (8.7%) sectors. Most informants reported that their countries had a current PA policy embedded within noncommunicable diseases prevention plans (46.2%), other plans (46.2%), or obesity prevention/management/control plans (7.7%). Respondents at the subnational level rated PA promotion as central (64.3%), while the national-level role was important but not central (75.0%). National and subnational policymakers indicated low-to-little involvement in the other level’s PA policy processes across the 5 policy stages. Conclusions: This study demonstrated that collecting national and subnational PA policy data across countries with the active collaboration of the GoPA! network was feasible. We also successfully identified governmental interactions throughout the PA policy process, suggesting suboptimal engagement between national and subnational levels.