To gain a synthetic understanding of how the body and nervous system co-create animal locomotion, we propose an investigation into a quadruped musculoskeletal robot with biologically realistic morphology and a nervous system. The muscle configuration and sensory feedback of our robot are compatible with the mono- and bi-articular muscles of a quadruped animal and with its muscle spindles and Golgi tendon organs. The nervous system is designed with a biologically plausible model of the spinobulbar system with no pre-defined gait patterns such that mutual entrainment is dynamically created by exploiting the physics of the body. In computer simulations, we found that designing the body and the nervous system of the robot with the characteristics of biological systems increases information regularities in sensorimotor flows by generating complex and coordinated motor patterns. Furthermore, we found similar results in robot experiments with the generation of various coordinated locomotion patterns created in a self-organized manner. Our results demonstrate that the dynamical interaction between the physics of the body with the neural dynamics can shape behavioral patterns for adaptive locomotion in an autonomous fashion.