Multi-limbed invertebrates such as centipedes negotiate diverse environments via propagation of coordinated travelling waves of body and limb flexion. While progress has been made studying how these animals locomote on flat terrain, less is known about how these animals navigate and traverse more complex terrains. To study the body-limb coordination of centipedes in complex terrains, we challenged Scolopendra polymorpha (N=4, L = 7.7±1.5 cm, 19 joints and leg pairs) to transverse a flat surface and a Gaussian-distributed rough terrain (12 x 24 cm² with variable height of blocks ranging from 0 to 1.5 cm). On the flat surface, centipedes moved by generating a traveling wave along their limbs and bodies, maintaining a constant phase shift between these two waves and speeds of 0.64±0.03 body lengths per second (BL/s). On rough terrain, the centipedes moved at speeds of 0.43±0.01 BL/s and the generated traveling wave was minimally perturbed. When centipedes traversed blocks of different heights, not all limbs contacted the substrate. Instead, some limbs passively glided against the blocks, due to inherent flexibility. To test the hypothesis that centipedes can negotiate obstacle-rich environment without adjusting body-limb coordination, we developed a 70 cm long centipede robophysical model [Ozkan Aydin, Robosoft 2020] with directionally compliant limbs. The robot was able to traverse a scaled rough terrain without any sensing or control. The flexibility of the limbs allowed the robot to negotiate obstacles and avoid jamming between blocks.