Physical models, like mathematical models, are useful tools in biomechanical research. Physical models enable investigators to explore parameter space in a way that is not possible using a comparative approach with living organisms: parameters can be varied one at a time to measure the performance consequences of each, while values and combinations not found in nature can be tested. Experiments using physical models in the laboratory or field can circumvent problems posed by uncooperative or endangered organisms. Physical models also permit some aspects of the biomechanical performance of extinct organisms to be measured. Use of properly scaled physical models allows detailed physical measurements to be made for organisms that are too small or fast to be easily studied directly. The process of physical modelling and the advantages and limitations of this approach are illustrated using examples from our research on hydrodynamic forces on sessile organisms, mechanics of hydraulic skeletons, food capture by zooplankton and odour interception by olfactory antennules.