The neural control of behavior is distributed across many functionally and anatomically distinct brain regions even in small nervous systems. While classical neuroscience models treated these regions as a set of hierarchically isolated nodes, the brain comprises a recurrently interconnected network in which each region is intimately modulated by many others. Uncovering these interactions is now possible through experimental techniques that access large neural populations from many brain regions simultaneously. Harnessing these large-scale datasets, however, requires new theoretical approaches. Here, we review recent work to understand brain-wide interactions using multi-region ‘network of networks’ models and discuss how they can guide future experiments. We also emphasize the importance of multi-region recordings, and posit that studying individual components in isolation will be insufficient to understand the neural basis of behavior.