Movement-based sleep-wake detection devices (i.e., actigraphy devices) were first developed in the early 1970s and have repeatedly been validated against polysomnography, which is considered the "gold-standard" of sleep measurement. Indeed, they have become important tools for objectively inferring sleep in free-living conditions. Standard actigraphy devices are rooted in accelerometry to measure movement and make predictions, via scoring algorithms, as to whether the wearer is in a state of wakefulness or sleep. Two important developments have become incorporated in newer devices. First, additional sensors, including measures of heart rate and heart rate variability and higher resolution movement sensing through triaxial accelerometers, have been introduced to improve upon traditional, movement-based scoring algorithms. Second, these devices have transcended scientific utility and are now being manufactured and distributed to the general public. This review will provide an overview of: (1) the history of actigraphic sleep measurement, (2) the physiological underpinnings of heart rate and heart rate variability measurement in wearables, (3) the refinement and validation of both standard actigraphy and newer, multisensory devices for real-world sleep-wake detection, (4) the practical applications of actigraphy, (5) important limitations of actigraphic measurement, and lastly (6) future directions within the field.