Embodied agents must detect and localize objects of interest, e.g., traffic participants for self-driving cars. Supervision in the form of bounding boxes for this task is extremely expensive. As such, prior work has looked at unsupervised object segmentation but, in the absence of annotated boxes, it is unclear how pixels must be grouped into objects and which objects are of interest. This results in over-/under-segmentation and irrelevant objects. Inspired both by the human visual system and by practical applications, we posit that the key missing cue is motion: objects of interest are typically mobile objects. We propose a new approach that learns to detect Mobile Objects from Videos for Embodied agents (MOVE). We begin with pseudo-labels derived from motion segmentation, but introduce a novel training paradigm to progressively discover small objects and static-but-mobile objects that are missed by motion segmentation. As a result, though only learned from unlabeled videos, MOVE can detect and segment mobile objects from a single static image. Empirically, we achieve state-of-the-art performance in unsupervised mobile object detection on Waymo Open, nuScenes, and KITTI Dataset without using any external data or models.