Arduino is a open source hobbyist micro-controller used to make just about any device you can think of.
"It's intended for artists, designers, hobbyists, and anyone interested in creating interactive objects or environments." – Arduino
Photo Credit: Arduino
So, I did some looking around and found interesting projects by people who used the arduino to build a robot.
From instructables:
Arduino Controlled Servo Robot (SERB) - oomlout
Ard-e: The robot with an Arduino as a brain – imadami
There are tons of projects out there that don't involve robots but are still very interesting to look at.