Macro-evolutionary comparisons are a valued tool in evolutionary biology. Nevertheless, our understanding of how systems involved in molecular signaling change in concert with phenotypic diversification has lagged. We argue that integrating our understanding of the evolution of molecular signaling systems with phylogenetic comparative methods is an important step toward understanding the processes linking variation among individuals with variation among species. Focusing mostly on the endocrine system, we discuss how the complexity and mechanistic nature of molecular signaling systems may influence the application and interpretation of macro-evolutionary comparisons. We also detail five hypotheses concerning the role that physiological mechanisms can play in shaping macro-evolutionary patterns, and discuss ways in which these hypotheses could influence phenotypic diversification. Finally, we review a series of tools able to analyze the complexity of physiological systems and the way they change in concert with the phenotypes for which they coordinate development.