Annelid worms are simultaneously an interesting and difficult model system for understanding the evolution of animal vision. On the one hand, a wide variety of photoreceptor cells and eye morphologies are exhibited within a single phylum; on the other, annelid phylogenetics has been substantially re-envisioned within the last decade, suggesting the possibility of considerable convergent evolution. This article reviews the comparative anatomy of annelid visual systems within the context of the specific behaviors exhibited by these animals. Each of the major classes of annelid visual systems is examined, including both simple photoreceptor cells (including leech body eyes) and photoreceptive cells with pigment (trochophore larval eyes, ocellar tubes, complex eyes); meanwhile, behaviors examined include differential mobility and feeding strategies, similarities (or differences) in larval versus adult visual behaviors within a species, visual signaling, and depth sensing. Based on our review, several major trends in the comparative morphology and ethology of annelid vision are highlighted: (1) eye complexity tends to increase with mobility and higher-order predatory behavior; (2) although they have simple sensors these can relay complex information through large numbers or multimodality; (3) polychaete larval and adult eye morphology can differ strongly in many mobile species, but not in many sedentary species; and (4) annelids exhibiting visual signaling possess even more complex visual systems than expected, suggesting the possibility that complex eyes can be simultaneously well adapted to multiple visual tasks.