Rhythms are a fundamental and defining feature of neuronal activity in animals including humans. This rhythmic brain activity interacts in complex ways with rhythms in the internal and external environment through the phenomenon of 'neuronal entrainment', which is attracting increasing attention due to its suggested role in a multitude of sensory and cognitive processes. Some senses, such as touch and vision, sample the environment rhythmically, while others, like audition, are faced with mostly rhythmic inputs. Entrainment couples rhythmic brain activity to external and internal rhythmic events, serving fine-grained routing and modulation of external and internal signals across multiple spatial and temporal hierarchies. This interaction between a brain and its environment can be experimentally investigated and even modified by rhythmic sensory stimuli or invasive and non-invasive neuromodulation techniques. We provide a comprehensive overview of the topic and propose a theoretical framework of how neuronal entrainment dynamically structures information from incoming neuronal, bodily and environmental sources. We discuss the different types of neuronal entrainment, the conceptual advances in the field, and converging evidence for general principles.