Thermal sensations contribute to our ability to perceive and explore the physical world. Reproducing these sensations in a spatiotemporally programmable manner through wireless computer control could enhance virtual experiences beyond those supported by video, audio and, increasingly, haptic inputs. Flexible, lightweight and thin devices that deliver patterns of thermal stimulation across large areas of the skin at any location of the body are of great interest in this context. Applications range from those in gaming and remote socioemotional communications, to medical therapies and physical rehabilitation. Here, we present a set of ideas that form the foundations of a skin-integrated technology for power-efficient generation of thermal sensations across the skin, with real-time, closed-loop control. The systems exploit passive cooling mechanisms, actively switchable thermal barrier interfaces, thin resistive heaters and flexible electronics configured in a pixelated layout with wireless interfaces to portable devices, the internet and cloud data infrastructure. Systematic experimental studies and simulation results explore the essential mechanisms and guide the selection of optimized choices in design. Demonstration examples with human subjects feature active thermoregulation, virtual social interactions, and sensory expansion.