Behavioral strategies combine an organism's genetic, physiological, and neurological systems into closely integrated complexes that nevertheless retain substantial environmental contingency in their expression. How does environmentally contingent and coordinated expression of behaviors evolve? While the fitness consequences of behavioral coexpression are often hypothesized to be the driving force behind the evolution of behavioral strategies, this assumes the components that comprise a strategy are ontogenetically independent. Here, we argue that because the components’ coexpression at a preceding developmental stage can delineate the range of subsequent behavioral associations, correlations among behaviors can arise through developmental linkages of behavioral components independently of their eventual fitness consequences. To distinguish this explanation from the conventional explanation of behavioral correlations arising through stabilizing selection, we need to know the mechanistic bases of behavioral associations. We propose that the basic components of behavioral strategies can arise from neural trade-offs early in development. We review evidence for this idea from recent work on the neuroanatomical basis of personality variation in humans and other animals and from studies of design principles of neural network formation. We show that some behavioral associations arise not because selection favors the association per se, but because energetic and space constraints of the brain channel developmental variation into repeatable pathways that produce predictable behavioral variation across taxa. We suggest that such developmental channeling of behavioral elements should greatly facilitate adaptive evolution in complex behavioral strategies and illustrate this with evolution of dispersal strategies.