The bipedal stance and gait of theropod dinosaurs evolved gradually along the lineage leading to birds and at some point(s), flight evolved. How and when did these changes occur? We review the evidence from neontology and paleontology, including pectoral and pelvic limb functional morphology, fossil footprints/trackways and biomechanical models and simulations. We emphasise that many false dichotomies or categories have been applied to theropod form and function, and sometimes, these impede research progress. For example, dichotomisation of locomotor function into 'non-avian' and 'avian' modes is only a conceptual crutch; the evidence supports a continuous transition. Simplification of pelvic limb function into cursorial/non-cursorial morphologies or flexed/columnar poses has outlived its utility. For the pectoral limbs, even the classic predatory strike vs. flight wing-stroke distinction and separation of theropods into non-flying and flying--or terrestrial and arboreal--categories may be missing important subtleties. Distinguishing locomotor function between taxa, even with quantitative approaches, will always be fraught with ambiguity, making it difficult to find real differences if that ambiguity is properly acknowledged. There must be an 'interpretive asymptote' for reconstructing dinosaur limb function that available methods and evidence cannot overcome. We may be close to that limit, but how far can it be stretched with improved methods and evidence, if at all? The way forward is a combination of techniques that emphasises integration of neontological and paleontological evidence and quantitative assessment of limb function cautiously applied with validated techniques and sensitivity analysis of unknown variables.