BACKGROUND: Built environment research is dominated by cross-sectional designs, which are particularly vulnerable to residential self-selection bias resulting from health-related attitudes, neighborhood preferences, or other unmeasured characteristics related to both neighborhood choice and health-related outcomes. METHODS: We used cohort data from the National Longitudinal Study of Adolescent Health (United States; Wave I, 1994-95; Wave III, 2001-02; n = 12,701) and a time-varying geographic information system. Longitudinal relationships between moderate to vigorous physical activity (MVPA) bouts and built and socioeconomic environment measures (landcover diversity, pay and public physical activity facilities per 10,000 population, street connectivity, median household income, and crime rate) from adolescence to young adulthood were estimated using random effects models (biased by unmeasured confounders) and fixed effects models (within-person estimator, which adjusts for unmeasured confounders that are stable over time). RESULTS: Random effects models yielded null associations except for negative crime-MVPA associations [coefficient (95% CI): -0.056 (-0.083, -0.029) in males, -0.061 (-0.090, -0.033) in females]. After controlling for measured and time invariant unmeasured characteristics using within-person estimators, MVPA was higher with greater physical activity pay facilities in males [coefficient (95% CI): 0.024 (0.006, 0.042)], and lower with higher crime rates in males [coefficient (95% CI): -0.107 (-0.140, -0.075)] and females [coefficient (95% CI): -0.046 (-0.083, -0.009)]. Other associations were null or in the counter-intuitive direction. CONCLUSIONS: Comparison of within-person estimates to estimates unadjusted for unmeasured characteristics suggest that residential self-selection can bias associations toward the null, as opposed to its typical characterization as a positive confounder. Differential environment-MVPA associations by residential relocation suggest that studies examining changes following residential relocation may be vulnerable to selection bias. The authors discuss complexities of adjusting for residential self-selection and residential relocation, particularly during the adolescent to young adult transition.