We have developed autonomously moving pine-cone robots, which are made of multiple joined pine-cone scales for outdoor natural environments. We achieved these natural robots by using pine cones as both natural hygromorphic actuators and components of the mechanisms. When they are put in outdoor places where moist periods (e.g., rain) and dry periods repeatedly occur, they can move up and down on the spot or move forward. This article describes the motivation behind our research, the design and implementation of three different hygromorphic actuators, and applications for autonomously moving robots in nature.