Real-world generalization, e.g., deciding to approach a never-seen-before animal, relies on contextual information as well as previous experiences. Such a seemingly easy behavioral choice requires the interplay of multiple neural mechanisms, from integrative encoding to category-based inference, weighted differently according to the circumstances. Here, we argue that a comprehensive theory of the neuro-cognitive substrates of real-world generalization will greatly benefit from empirical research with three key elements. First, the ecological validity provided by multimodal, naturalistic paradigms. Second, the model stability afforded by deep sampling. Finally, the statistical rigor granted by predictive modeling and computational controls.