One common theme of adaptive hypotheses for the existence of stable individual differences in behavior (personality) or persistent correlations among behaviors (behavioral syndromes) is an association between intrinsic state (e.g., body size, mass, metabolism) and the behavioral traits of interest. Empiricists are tasked with assessing whether there is an association between intrinsic state and behavior, but the statistical methods to appropriately quantify the among-individual correlation between intrinsic state and behavior have only recently become widely known. We conducted a multiyear study in wild mice of two Peromyscus species (Peromyscus leucopus noveboracensis and Peromyscus maniculatus gracilis) to assess the existence of stable individual differences in four different behaviors (presence of animal personality, as assessed by quantifying repeatabilities) and one measure of intrinsic state (body mass), the degree of association between these four behaviors (presence of behavioral syndromes), and the association of these behavioral traits with body mass using multivariate methods that allowed us to estimate the within-individual (residual) component and the among-individual component. We used standardized behavioral tests to measure struggle time (time spent struggling when removed from the trap) and exploration time (time spent exploring a novel surface) and used open-field trials to measure whether or not an individual entered the open field plus the total time it spent active in the open field. In P. leucopus, we assessed whether coarse but quick methods of assessing animal personality (struggle or exploration time) correlate with behavior using more in-depth estimates obtained by open-field trials. Additionally, we tested the ecological relevance of our personality measures by assessing their association with home range size in P. leucopus. In both species, struggle time, exploration time, and body mass were significantly repeatable and there was a significant among-individual correlation between struggle time and exploration time. However, in both species, there was no evidence for an among-individual correlation between our measure of intrinsic state (body mass) and personality traits. In one species (P. leucopus), we found that individuals that spent more time struggling or exploring a novel surface were also more likely to emerge into an open field and spent more time being active in an open field, but these four behavioral measures were not associated with home range size. Our results suggest among-individual correlation among these different behaviors but no among-individual correlation between behavior and intrinsic state. Over the past 15 years, it has become clear that nonhuman animals exhibit “personalities”: some individuals consistently differ in their behavior, and there is limited flexibility in their behavior when they experience environmental change. Biologists have now been searching for why and how animal personalities exist and their ecological and evolutionary consequences. Some explanations have focused on how condition or “internal state” may cause variation in animal personalities. In this study, we show that two species of wild mice exhibit personalities and that their personality traits are associated with one another, in that mice that were less docile were also more active, exploratory, and bold. We then show that their personality traits were not linked with body mass, suggesting a lack of association between internal state and personality. Our results provide important insights into the causes of personality in nonhuman animals.