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Animal acoustic communication often takes the form of complex sequences, made up of multiple distinct acoustic units. Apart from the well‐known example of birdsong, other animals such as insects, amphibians, and mammals (including bats, rodents, primates, and cetaceans) also generate complex acoustic sequences. Occasionally, such as with birdsong, the adaptive role of these sequences seems clear (e.g. mate attraction and territorial defence). More often however, researchers have only begun to characterise – let alone understand – the significance and meaning of acoustic sequences. Hypotheses abound, but there is little agreement as to how sequences should be defined and analysed. Our review aims to outline suitable methods for testing these hypotheses, and to describe the major limitations to our current and near‐future knowledge on questions of acoustic sequences. This review and prospectus is …