Behavioral differences among individuals are common and are organized into personalities in a wide variety of species. Hypotheses for the coexistence of behavioral differences fall into 3 categories: variation in selection, frequency-dependent selection, and behavioral plasticity. We tested predictions of those hypotheses regarding geographic covariation of behavior with ecology, using a recent (≈40 years) biological invasion of common waxbills (Estrilda astrild). Behavior in tests for exploration and social interaction covaried among individuals, suggesting a behavioral syndrome, although we could only demonstrate within-individual repeatability in the test for social interaction. These 2 behaviors changed geographically with the ecology of sites (degree of climate variation) in an apparently adaptive way, rather than with the direction of invasion. We found behavioral plasticity but showed that short-term plastic effects do not explain geographic divergence. Differential dispersal does not explain geographic divergence either, which is orthogonal to the direction of invasion. Results are best interpreted either as evolved divergences, although a candidate-gene approach could not identify genetic correlates of behavior, or as long-term behavioral plasticity (e.g., effects of rearing environment). In this recent invasion, geographic differences in ecology and behavior equate to repeated and fast changes over time. Thus, fluctuations in ecological conditions, which are common in nature, may have a widespread role maintaining behavioral and personality differences via selection and/or long-term behavioral plasticity.