While traditionally microbiologists have examined bacterial behavior averaged over large populations, increasingly we are becoming aware that bacterial populations can be composed of phenotypically diverse individuals generated by a variety of mechanisms. Though the results of different mechanisms, the phenomena of bistability, persistence, variation in chemotactic response, and phase and antigenic variation are all strategies to develop population-level diversity. The understanding of individuality in bacteria requires an appreciation of their environmental and ecological context, and thus evolutionary theory regarding adaptations to time-variable environments is becoming more applicable to these problems. In particular, the application of game and information theory to bacterial individuality has addressed some interesting problems of bacterial behavior. In this review we discuss the mechanisms of generating population-level variability, and the application of evolutionary theory to problems of individuality in bacteria.