They're found in intertidal regions and in areas such as tropical mangrove swamps where fresh water meets salt water (I sense a folk song in there somewhere...). Think of them as the amphibious form of gobies--because that's pretty much exactly what they are.
Amphibious fish? Yes, ma'am. As long as they stay wet, they can aspirate through their skin, throat, and mouth lining (mudskippers are the anti-mogwai, they must get wet). These fish are also equipped with large gill chambers that allow them to retain water, like a fish variant of the scuba tank. Redundancy. These are very prepared fish. That last shot isn't one of a singing duet. It's two rivals males in combat. They are territorial little fish.