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The paper investigates non-deterministic, probabilistic and quantum walks, from the perspective of coalgebras and monads. Nondeterministic and probabilistic walks are coalgebras of a monad (powerset and distribution), in an obvious manner. It is shown that also quantum walks are coalgebras of a new monad, involving additional control structure. This new monad is also used to describe Turing machines coalgebraically, namely as controlled 'walks' on a tape.