Central pattern generators (CPGs) play a crucial role for animal locomotion control. They can be entrained by sensory feedback to induce proper rhythmic patterns and even store the entrained patterns through connection weights. Inspired by this biological finding, we use four adaptive neural oscillators with synaptic plasticity as CPGs for locomotion control of our real snake-like robot with screw-drive mechanism. Each oscillator consists of only three neurons and uses adaptive mechanisms based on frequency adaptation and Hebbian-type learning rules. It autonomously generates proper periodic patterns for the robot locomotion and can be entrained by sensory feedback to memorize the patterns. The adaptive CPG system in conjunction with a simple control strategy enables the robot to perform self-tuning behavior which is robust against short-time perturbations. The generated behavior is also energy efficient. In addition, the robot can also cope with corners as well as move through a complex environment with obstacles.