I shall discuss the challenges faced by living organisms trying to locate and move towards sources of nutrients, odors, pheromones, etc.. Microorganisms, such as bacteria performing chemotaxis, can rely on local concentration cues, yet they have to cope with the stochastic nature of their microscopic world and the constraints imposed by the other bacteria in the colony that surrounds them. The associated selective pressures and the resulting chemotactic response will be formulated theoretically in terms of a game against nature. Macro-organisms, such as insects and birds, lack local cues because chaotic mixing breaks up regions of high concentration into random and disconnected patches, carried by winds and currents. Thus macroscopic animals detect patches very intermittently. Individual and collective strategies of motion based upon sporadic cues and partial/missing information will be presented.