This dissertation aims to realize the goal of deploying legged robots that cooperatively walk to transport objects in complex environments. More than half of the Earth's continent is unreachable to wheeled vehicles---this motivates the deployment of collaborative legged robots to enable the accessibility of these environments and thus bring robots into the real world. Although significant theoretical and technological advances have allowed the development of distributed controllers for complex robot systems, existing approaches are tailored to the modeling and control of multi-agent systems composed of collaborative robotic arms, multi-fingered robot hands, aerial vehicles, and ground vehicles, but not collaborative legged agents. Legged robots are inherently unstable, unlike most of the systems where these algorithms have been deployed. Models of cooperative legged robots are further described by high-dimensional, underactuated, and complex hybrid dynamical systems, which complicate the design of control algorithms for coordination and motion control. There is a fundamental gap in knowledge of control algorithms for safe motion control of these inherently unstable hybrid dynamical systems, especially in the context of collaborative work. The overarching goal of this dissertation is to create a formal foundation based on scalable optimization and robust and nonlinear control to develop distributed and hierarchical feedback control algorithms for cooperative legged robots to transport objects in complex environments. We first develop a hierarchical nonlinear control algorithm, based on model predictive control (MPC), quadratic programming (QP), and virtual constraints, to generate and stabilize locomotion patterns in a real-time manner for dynamical models of single-agent quadrupedal robots. The higher level of the proposed control scheme is developed based on an event-based MPC that computes the optimal center of mass (COM) trajectories for a reduced-order linear inverted pendulum (LIP) model subject to the feasibility of the net ground reaction force (GRF). QP-based virtual constraint controllers are developed at the lower level of the proposed control scheme to impose the full-order dynamics to track the optimal trajectories while having all individual GRFs in the friction cone. The analytical results are numerically verified to demonstrate stable and robust locomotion of a 22 degree of freedom (DOF) quadrupedal robot, in the presence of payloads, external disturbances, and ground height variations. We then present a hierarchical nonlinear control algorithm for the real-time planning and control of cooperative locomotion of legged robots that collaboratively carry objects. An innovative network of reduced-order models subject to holonomic constraints, referred to as interconnected LIP dynamics, is presented to study quasi-statically stable cooperative locomotion. The higher level of the proposed algorithm employs a supervisory controller, based on event-based MPC, to effectively compute the optimal reduced-order trajectories for the interconnected LIP dynamics. The lower level of the proposed algorithm employs distributed nonlinear controllers to reduce the gap between reduced- and full-order complex models of cooperative locomotion. We numerically investigate the effectiveness of the proposed control algorithm via full-order simulations of a team of collaborative quadrupedal robots, each with a total of 22 DOFs. The dissertation also investigates the robustness of the proposed control algorithm against uncertainties in the payload mass and changes in the ground height profile. Finally, we present a layered control approach for real-time trajectory planning and control of dynamically stable cooperative locomotion by two holonomically constrained quadrupedal robots. An innovative and interconnected network of reduced-order models, based on the single rigid body (SRB) dynamics, is developed for trajectory planning purposes. At the higher level of the control scheme, two different MPC algorithms are proposed to address the optimal control problem of the interconnected SRB dynamics: centralized and distributed MPCs. The MPCs compute the reduced-order states, GRFs, and interaction wrenches between the agents. The distributed MPC assumes two local QPs that share their optimal solutions according to a one-step communication delay and an agreement protocol. At the lower level of the control scheme, distributed nonlinear controllers are employed to impose the full-order dynamics to track the prescribed and optimal reduced-order trajectories and GRFs. The effectiveness of the proposed layered control approach is verified with extensive numerical simulations and experiments for the blind, robust, and cooperative locomotion of two holonomically constrained A1 robots with different payloads on different terrains and in the presence of external disturbances. It is shown that the distributed MPC has a performance similar to that of the centralized MPC, while the computation time is reduced significantly. / Doctor of Philosophy / Future cities will include a complex and interconnected network of collaborative robots that cooperatively work with each other and people to support human societies. Human-centered communities, including factories, offices, and homes, are developed for humans who are bipedal walkers capable of stepping over gaps, walking up/down stairs, and climbing ladders. One of the most challenging problems in deploying the next generation of collaborative robots is maneuvering in those complex environments. Although significant theoretical and technological advances have allowed the development of distributed controllers for motion control of multi-agent robotic systems, existing approaches do not address the collaborative locomotion problem of legged robots. Legged robots are inherently unstable with nonlinear and hybrid natures, unlike most systems where these algorithms have been deployed. Furthermore, the evolution of legged collaborative robot teams that cooperatively manipulate objects can be represented by high-dimensional and complex dynamical systems, complicating the design of control algorithms for coordination and motion control. This dissertation aims to establish a formal foundation based on nonlinear control and optimization theory to develop hierarchical feedback control algorithms for effective motion control of legged robots. The proposed layered control algorithms are developed based on interconnected reduced-order models. At the high level, we formulate cooperative locomotion as an optimal control problem of the reduced-order models to generate optimal trajectories. To realize the generated optimal trajectories, nonlinear controllers at the low level of the hierarchy impose the full-order models to track the trajectories while sustaining stability. The effectiveness of the proposed layered control approach is verified with extensive numerical simulations and experiments for the blind and stable cooperative locomotion of legged robots with different payloads on different terrains and subject to external disturbances. The proposed architecture's robustness is shown under various indoor and outdoor conditions, including landscapes with randomly placed wood blocks, slippery surfaces, gravel, grass, and mulch.