You can use the Progressive Looping function in the Time Editor to create cyclical animation with a single clip. When you add an animation clip to the Time Editor, it will automatically interpret animation clips that have potential for a progressive animation cycle as a default when you use Loop. However, you can always set this option manually in the Clip Loop Before/After menu in the Attribute Editor. 
	 

Animation loop created from Content Browser files (RobotHumanoid.ma and walk1.ma)
 
To create a walk cycle from an animation clip
- Import an animation clip into the Time Editor. 
		  
Tip: Make sure that the start and the end frame of the clip are as similar as possible to create the smoothest possible transition. 
		  
 
		 
- Select the clip on the track. 
		
 
- In the 
		  Attribute Editor, check that 
		  Clip Loop Before and 
		  Clip Loop After Modes are set to 
		  Progressive. See 
		  Loop types in the Time Editor for a description of Loop modes. 
		  
Note: The Time Editor automatically detects clips that have the potential to be a walk cycle and this option should be already be set. 
		  
 
		 
- Click the Loop icon 
		  
 on the 
		  Time Editor toolbar. 
		 
- Drag the beginning or end of the animation clip. The cursor changes to show you are in Looping mode. 
		  
 
		
 
- Play or scrub your animation.