Bacteria form a complex system. It consists of many components that cover broad size scales, including ions, small molecules, DNA, polymers, sub-micrometer sized organelles and compartments, micrometer sized cells, packs of cells in films of a few micrometers in thickness, large swarms or populations spanning plates over several centimeters in diameter, etc. The mechanisms to be explored span a wide range of time scales from micro-second or shorter for molecular interaction, to milli-second or longer times for diffusion and transport, up to minutes and hours for cellular metabolism, growth, and reproduction. An invisible colony of bacteria can grow rapidly and becomes visible to the human eye in several hours. Novel phenomena or behaviors emerge across these broad size and time scales. For example, the rotation direction and speed of a flagella motor, about 50 nm in diameter, are both tightly regulated by a signaling pathway within the cell. The fast rotation of the helical flagellum driven by the rotary motor is a key to explaining the bacterial swimming trajectory, chemo-taxis, accumulation, adhesion, or anchored body rotation near or at a solid surface. The activities of individual bacteria in response to their physicochemical environment give rise to their collective response such as quorum sensing, swarming, and growth of biofilms. The physical biology of bacteria is an interdisciplinary research covering micromechanics, micro-fluidics, non-equilibrium statistical physics, etc. This review covers several aspects of bacterial motility, including flagella motor behavior, bacterial swimming and accumulation near the surface, the self-organized patterns of bacterial swarms, and chemo-taxis regulated by the biochemical signaling network inside bacteria. Instead of presenting each aspect as a separate topic of microbiological study, we emphasize the strong relations among these topics, as well as the multidisciplinary perspective required to appreciate the strong relations among the topics covered. For instance, we point out the relevance of numerous phenomena in thin film fluid physics to bacterial swarming, such as capillary flow, surface tension reduction by surfactant, Marangoni flow, and viscous fingering. Another notable example is a recent application of a statistical mechanical theory called the first passage time theory to account for the intervals between the switches of bacterial motor rotation from clockwise to counter-clockwise, and vice versa. In concluding remarks, we point out a few open questions in the field of bacterial motility and likely advances that might transform the field. The central view conveyed through this review article is that further progress in the field demands interdisciplinary efforts. Therefore, a collaborative approach among those with both in depth knowledge and broad perspectives in biological and physical sciences will prove to be the most successful ones.