A central goal in neuroscience is to explain animal behavior in terms of causal cellular processes. It has been a longstanding challenge, however, to simultaneously track behavior and the cellular dynamics driving it. In this thesis, I discuss how a series of one- and two-photon fluorescence microscopes, based on gradient refractive index (GRIN) lenses, were developed to meet this challenge. The predominant difficulty in the design of these microscopes was how to take a traditional bench top microscope and shrink it to a size small enough for a mouse to easily carry on its head, a limit of 3 grams. We chose mice as our design target due to the wide availability of genetically modified mouse models for the study of cognitive functions, animal behaviors, and disorders of the nervous system. The earlier devices, relying on fiber optics to bring light to and from the animal, met with limited success but still provided useful insight in the development of the surgical techniques and analytical tools necessary for later successful experiments. In contrast, our latest system fully integrates the entire light pathway onto the head of mouse, eliminating many of the remaining roadblocks to truly freely-moving imaging. This device has enabled novel observations of both microcirculatory and neuronal calcium dynamics in the cerebellum of freely-moving mice at frame rates up to 100 Hz. As the genetic toolbox for mice continues to mature, these miniaturized microscopes will facilitate a wide set of future studies of how cellular function in the brain varies across different behavioral and physiological states.