Management of musculoskeletal conditions by physiotherapy delivers a package of health care designed to reduce pain and improve function. Health-care interventions should be safe, effective, acceptable to patients, deliverable by clinicians, and affordable by health-care providers. Physiotherapy is very safe and popular with patients. While there is good evidence that exercise relieves pain, improves function, and is cost-effective, evidence supporting the use of non-exercise physiotherapeutic interventions is much weaker. There is some support for the efficacy of thermotherapy, transcutaneous electrical neuromuscular stimulation, and massage, all of which are relatively inexpensive and easy to self-administer. There is little evidence to support the efficacy of electrotherapy, acupuncture or manual therapy, which need to be delivered by a therapist, making them expensive and encouraging long-term reliance on others. Despite lack of efficacy, the popularity and powerful placebo effects of physiotherapeutic modalities may have some utility in making more burdensome physiotherapeutic interventions (exercise and self-management advice) more acceptable.