New millipede specimens from the Paleozoic of Scotland are described, including Archidesmus macnicoli Peach, 1882, from the Lower Devonian (Lochkovian) Tillywhandland Quarry SSSI and three new taxa—Albadesmus almondi, Pneumodesmus newmani, and Cowiedesmus eroticopodus—from the mid Silurian (late Wenlock—early Ludlow) Cowie Formation at Cowie Harbour. Cowiedesmus eroticopodus new species is placed within the new Cowiedesmidae within the new order Cowiedesmida. Kampecaris tuberculata Brade-Birks from the Lower Devonian (Siegenian) of the Lanark Basin near Dunure is shown not to be a kampecarid myriapod, redescribed as Palaeodesmus tuberculata and placed order incertae sedis within Archipolypoda. Anthracodesmus macconochiei Peach is also redescribed and tentatively placed order incertae sedis within Archipolypoda. Archidesmus macnicoli, Albadesmus almondi, and Palaeodesmus tuberculata are each demonstrated to have broad sternites with laterally placed coxal sockets and paramedian pores containing paired valves. These pores are interpreted as having housed eversible vesicles. Some specimens of Archidesmus macnicoli and Cowiedesmus eroticopodus are male and have a pair of modified legs on trunk segment 8, identified as leg pairs 10 and 11, respectively. The presence of modified anterior legs restricted to segment 8 increases the range of variability known in modified appendage location in male millipedes and compounds existing uncertainty about using the presence of gonopods on trunk segment 7 as a synapomorphy of Helminthomorpha. An affinity between Archidesmida and Cowiedesmida is suggested based on possession of modified legs on segment 8 and Archidesmida Cowiedesmida is placed along with Euphoberiida in Archipolypoda based on possession of free, broad sternites with bivalved paramedian pores and fused pleurotergites. The oldest known evidence of spiracles is demonstrated in Pneumodesmus newmani, proving that the oldest known millipedes were fully terrestrial.