Being physically active has demonstrated health benefits, and more walkable neighbourhoods can potentially increase physical activity. Yet not all neighbourhoods provide opportunities for active lifestyles. This paper examines the social context of being active in local and non-local places. We use a social practice theoretical framework to examine how residents talk about and make sense of physical activity and places, contrasting individual and neighbourhood factors. In 2010, fourteen focus groups were held in four neighbourhoods varying by walkability and area-level deprivation (two Auckland and two Wellington, New Zealand), and with participants grouped by gender, ethnicity, and employment. Focus groups elicited discussion on where local residents go for physical activity, and the opportunities and barriers to physical activity in their local area and beyond. Thematic analyses compared across all groups for contrasts and similarities in the issues discussed. Neighbourhood walkability factors appeared to shape where residents engage with public places, with residents seeking out good places. Individual factors (e.g. employment status) also influenced how residents engage with their local neighbourhoods. All groups referred to being active in places both close by and further afield, but residents in less walkable neighbourhoods with fewer local destinations drew attention to the need to go elsewhere, notably for exercise, being social, and to be in pleasant, restorative environments. Being physically active in public settings was valued for social connection and mental restoration, over and above specifically 'health' reasons. Residents talk about being active in local and non-local places revealed agency in how they managed the limitations and opportunities within their immediate residential setting. That is, factors of place and people contributed to the 'shape' of everyday residential environments, at least with regard to physical activity.