The first terms used to describe this form of training were l'art du déplacement and le parcours.

The term parkour IPA was defined by David Belle and his friend Hubert Koundé. It derives from parcours du combattant, the classic obstacle course method of military training proposed by Georges Hébert. Koundé, who is not himself a traceur, took the word parcours, replaced the "c" with a "k" to suggest aggressiveness, and removed the silent "s" as it opposed parkour's philosophy about efficiency.

http://en.wikipedia.org/wiki/Parkour