Coping strategies are important determinants of resilience, however it is often difficult to isolate such processes at the animal level where the underlying neurobiology can be explored. Here we review research indicating that the degree to which an organism can exert control over adverse events, a key element of coping, potently modulates the impact of the event, with uncontrollable stressors producing outcomes that do not occur if the stressor is controllable. The data suggest that the stress-resistance produced by control depends on activation of distinct neural systems involving the medial prefrontal cortex (mPFC). In addition, the experience of control changes how the mPFC responds to future adverse events, even those that are uncontrollable, thereby providing resilience that is both enduring and trans-situational. We also address sex differences within controllability phenomena, the extent to which other resilience-promoting factors engage similar circuitry, and the clinical implications of these findings.