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Modern recording techniques now permit brain-wide sensorimotor circuits to be observed at single neuron resolution in small animals. Extracting theoretical understanding from these recordings requires principles that organize findings and guide future experiments. Here we review theoretical principles that shed light onto brain-wide sensorimotor processing. We begin with an analogy that conceptualizes principles as streetlamps that illuminate the empirical terrain, and we illustrate the analogy by showing how two familiar principles apply in new ways to brain-wide phenomena. We then focus the bulk of the review on describing three more principles that have wide utility for mapping brain-wide neural activity, making testable predictions from highly parameterized mechanistic models, and investigating the computational determinants of neuronal response patterns across the brain.