Still in it's pre-useful stages, but it looks like they're moving in the right direction. This mech can only walk on flat surfaces... but theres a lot of work going on right now to develop machines like this that have their own gyroscopic center of gravity and can walk on uneven terrain...and can even withstand a ballistic impact and still stay on their feet. The gyroscope allows the robot to auto-compensate and keep its balance.
If that mech video wasn't enough to freak you out:
http://www.youtube.com/watch?v=8s3n370mOyg
Boston Dynamics is refining a robotic mule...basically as a battlefield transport. You'd send it GPS co-ordinates and it would take all your weaponry and supplies to the location on its own...before feet even hit the ground. It's still too loud to be practical...but they'll probably work that out.
I'm sure that the technology will catch up with stuff like this. It's a very cool thing to see reality catch up to fiction in your own lifetime.