Specially arranged external stimuli or carefully designed geometry are often essential for realizing continuous autonomous motion of active structures without self-carried power. As a consequence, it is usually very challenging to further integrate those structures as active building blocks into a system with a complex form and multiple functions. In this letter, we report an autonomous motion of a surprisingly simple setup: a cylindrical elastomer rod on a flat hot surface or under homogeneous illumination of visible light. We further show that the rod can roll continuously without any sign of a pause after 6 h, if an obstacle is put in front of it. We demonstrate that such nonintuitive autonomous rolling results from a combination of large thermal actuation of the elastomer and heat transfer between the rod and its surroundings. Quantitative predictions of the rolling speed from the developed thermomechanics model agree reasonably well with experimental measurements. Using the autonomous rolling rods as main building blocks, we further design and fabricate a light-powered vehicle and a thermally powered conveyor for mass transport in both air and water environments.