Most mammals play, but they do so in a dangerous world. The dynamic relationship between the stresses created by their world and the activity of play helps to explain the evolution of play in mammals, as the author demonstrates in evidence garnered from experiments that introduce elements of fear to rats at play. The author describes the resulting fearful behavior and quantifies the fluctuation in play that results, and then he investigates how these are modified by increased maternal care or the use of benzodiazepines. In conclusion, he discusses how such research can help shed light on the neurobiology underlying human anxiety disorders, especially in children.