Adaptive behavior in a complex, dynamic, and multisensory world poses some of the most fundamental computational challenges for the brain, notably inference, decision-making, learning, binding, and attention. We first discuss how the brain integrates sensory signals from the same source to support perceptual inference and decision-making by weighting them according to their momentary sensory uncertainties. We then show how observers solve the binding or causal inference problem—deciding whether signals come from common causes and should hence be integrated or else be treated independently. Next, we describe the multifarious interplay between multisensory processing and attention. We argue that attentional mechanisms are crucial to compute approximate solutions to the binding problem in naturalistic environments when complex time-varying signals arise from myriad causes. Finally, we review how the brain dynamically adapts multisensory processing to a changing world across multiple timescales.