We have developed autonomously moving pine cone robots for outdoor natural environments. These robots are made of multiple joined pine cone scales. When they are put in outdoor places where a supply of moisture (e.g., rain) and drying repeatedly occur, they can move up and down on the spot or move their position forward. We achieved these autonomously moving natural robots using pine cones of both natural hygromorphic actuators and components of the mechanism. This paper describes our research motivation, design, and implementation of three types of hygromorphic actuators and applications for autonomously moving robots in nature.