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Muscle models and animal observations suggest that physical damping is beneficial for stabilization. Still, only a few implementations of physical damping exist in compliant robotic legged locomotion. It remains unclear how physical damping can be exploited for locomotion tasks, while its advantages as sensor-free, adaptive force- and negative work-producing actuators are promising. In a simplified numerical leg model, we studied the energy dissipation from viscous and Coulomb damping during vertical drops with ground-level perturbations. A parallel spring- damper is engaged between touch-down and mid-stance, and its damper auto-decouples from mid-stance to takeoff. Our simulations indicate that an adjustable and viscous damper is desired. In hardware we explored effective viscous damping and adjustability, and quantified the dissipated energy. We tested two mechanical, leg-mounted damping mechanisms: a commercial hydraulic damper, and a custom-made pneumatic damper. The pneumatic damper exploits a rolling diaphragm with an adjustable orifice, minimizing Coulomb damping effects while permitting adjustable resistance. Experimental results show that the leg-mounted, hydraulic damper exhibits the most effective viscous damping. Adjusting the orifice setting did not result in substantial changes of dissipated energy per drop, unlike adjusting the damping parameters in the numerical model. Consequently, we also emphasize the importance of characterizing physical dampers during real legged impacts to evaluate their effectiveness for compliant legged locomotion.