Advanced intercross lines (AIL) and interval-specific congenic strains (ISCS) were used to fine map previously coarsely defined quantitative trait loci (QTL) on Chromosomes 1, 10, and 19, influencing behaviors in the open Field (OF) and light-dark (LD) paradigms in mice. F12(A x B) AIL mice (N = 1130) were phenotyped, genotyped, and mapped. The ISCS were studied only in the telomeric Chromosome 10 region of interest, containing the exploratory and excitability QTL1 (Exq1). The Chromosome 10 Exq1 and Chromosome 19 Exq4 loci mapped robustly in the AIL. The most significant QTL findings (2.0 LOD score intervals; peak; LOD score) came from the TD15 and LD transitions traits, yielding estimated intervals of 2.2 cM for Exq1 (71.3-73.5 cM; peak 72.3 cM; LOD 11.9) and 9.0 cM for Exq4 (29.0-38.2 cM; peak 34 cM; LOD 4.2). The replicated QTLs on Chromosome 1 failed to map in this AIL population. The ISCS data confirmed Exq1 loci in general. However, the ISCS data were complex and less definitive for localizing the Exq1 loci. These exploratory and fear-like behaviors result from inheriting "many small things," namely, QTL explaining 2%-7% of the phenotypic variance. These results highlight the challenges of positionally cloning loci of small effect for complex traits. In particular, fine-mapping success may depend on the genetic architecture underlying complex traits.