How work gets done has changed fundamentally in recent decades, with a growing number of people working independently, outside of organizations in a style of work quite different from that assumed by many organizational behavior theories. To remain relevant, our research on individual work behaviors and the capabilities that enable them must also adapt to this new world of work, the so-called “gig economy.” We first describe the predictable challenges that individuals confront when working in this manner, including remaining viable, staying organized, maintaining identity, sustaining relationships, and coping emotionally. We then articulate a research agenda that pushes our field to focus on the specific capabilities and behaviors that enable people to manage these challenges effectively so as to survive or thrive in this new world of work. Foregrounding individual agency, we articulate the work and relational behaviors necessary for such thriving, and the cognitive and emotional capabilities that undergird them.