Variation, and in particular regular pattern in that variation, forms the foundation for evolutionary physiology. Nonetheless, with the exception of seemingly good fits between the tolerances of animals and the environments they live in, this variation is often not well explored. Here, three examples of different forms of such variation (both large- and small-scale) in a range of physiological traits in insects are explored. In the first example, I show that at global, regional, and local scales, variation in insect upper lethal temperatures is far less variable than variation in lower lethal temperatures, and that upper and lower tolerances are partially decoupled. Second, I demonstrate that variation in upper and lower lethal limits, desiccation resistance and tolerance, and respiration rate are often partitioned at taxonomic levels above that of the species. In other words, there is considerable phylogenetic constraint in the evolution of the responses of insects to the environment. These findings suggest that several ideas regarding insect physiological adaptations might have to be re-examined. They also suggest that approaches using both "raw" and corrected data should be adopted where possible. Finally, I demonstrate that there is considerable intra-individual variation in the characteristics of insect discontinuous gas exchange cycles. This is perhaps well-known to researchers in the field, but the implications thereof for arguments in favour of the adaptive nature of these regular cycles have not been carefully examined. Together, these findings suggest that there is still much to be learned about variation in insect physiological traits.