I have a few cubes which I want them to be somehow like “connected” to each other, to be able to create some sort of a “wave” or “chain” effect between them. For example, I know how to make, let’s say, cube1, to move according to cube2 with “track to”, but if I choose to “track” cube2 to cube3, when I move cube3 cube1 will remain still although cube 2 is moving as well. So, how is it possible to make cube1 move as well? 
You could try to create a chain of bones. and parent the different cubes to the bones.
Cool, could someone tell me how to do that? Or a link to a tutorial or something?
Ok lets say you have a whole bunch of cubes. Place your cursor somewhere near the intersecting grid.
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Add an armature.
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Enable the X-ray button.
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You when you add an armature a bone will appear, grab the tip of the bone and move it to the intersecting grid between the two cubes.
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While the tip is still selected, create more bones by Ctrl+LMB on the screen between the cubes. (This will create a nice chain of bones that are already connected.)
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We weren’t really careful about getting the bones exactly at the intersecting grid (and you don’t have to be.) Select all the bone, (click A). Click Shift+S and select:
Next, go to pose mode. Select a cube, followed by shift selecting the corresponding bone.
- Click Ctrl+P and parent the cube to bone.
- Do the same to all the bones.
Now click on the armature and go back into edit mode.
Place your cursor at the end of the chain and create a new bone.
(Click Space-Add-Bone)
This is our IK bone!
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Now go back to Pose mode. Select this new bone we created, followed by shift selecting the last bone of our chain. Click Ctrl+I (shortcut to add a constraint).
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In the constraint menu tell Blender how many bones you have in a chain.
Now try to move the IK bone and the first bone we created:
Thanks! I’m trying this out and trying to get the result I want. You can make interesting stuff like that 
ok calvin, i’ve done the bone+cube thing. IK working. now i wanted to do this, i want to move the thing like a snake.
done “follow-path” parent the IK bone to a curve. Alt-A and the IK bone follow the curve. moving the other bones nicely. but the root-bone(main bone) won’t move at all. try “follow-path” parent the root-bone to the curve… I want to make like 6 bones moving along a path like snake motion. any idea?
l8er.