In principle, there are two strategies for navigating a straight course. One is to use an external directional reference and continually reorienting with reference to it, while the other is to infer body rotations from internal sensory information only. We show here that, while the first strategy will enable an animal or mobile agent to move arbitrarily far away from its starting point, the second strategy will not do so, even after an infinite number of steps. Thus, an external directional reference-some form of compass-is indispensable for ensuring progress away from home. This limitation must place significant constraints on the evolution of biological navigation systems. Some specific examples are discussed. An important corollary arising from the analysis of compassless navigation is that the maximum expected displacement represents a robust measure of the straightness of a path.