Our movements can hinder our ability to sense the world. Movements can induce sensory input (for example, when you hit something) that is indistinguishable from the input that is caused by external agents (for example, when something hits you). It is critical for nervous systems to be able to differentiate between these two scenarios. A ubiquitous strategy is to route copies of movement commands to sensory structures. These signals, which are referred to as corollary discharge (CD), influence sensory processing in myriad ways. Here we review the CD circuits that have been uncovered by neurophysiological studies and suggest a functional taxonomic classification of CD across the animal kingdom. This broad understanding of CD circuits lays the groundwork for more challenging studies that combine neurophysiology and psychophysics to probe the role of CD in perception.