Insects locate many resources important to survival by tracking along wind-borne odor plumes to their source. It is well known that plumes are patchy distributions of high concentration packets of odor interspersed with clean air, not smooth Gaussian distributions of odor intensity. This realization has been crucial to our understanding of plume-tracking behavior, because insect locomotory movements and sensory processing typically take place in the range of tens to hundreds of milliseconds, permitting them to respond to the rapid changes in odor concentration they experience in plumes. Because odor plumes are not comprised of smooth concentration gradients, they cannot provide the directional information necessary to allow plume-tracking insects to steer toward the source. Many experiments have shown that, in the species examined, successful source location requires two sensory inputs: the presence of the attractive odor and the detection of the direction of the wind bearing that odor. All plume-tracking insects use the wind direction as the primary directional cue that enables them to steer their movements toward the odor source. Experimental manipulations of the presence and absence of the odor, and the presence, absence, or direction of the wind during plume tracking, have begun to resolve the relationship between these two sensory inputs and how they shape the maneuvers we observe. Experiments, especially those undertaken in the natural wind and odor environments of the organisms in question and those directed at understanding the neural processing that underlie plume tracking, promise to enhance our understanding of this remarkable behavior.