Perceptual decision making is the process by which animals detect, discriminate, and categorize information from the senses. Over the past two decades, understanding how perceptual decisions are made has become a central theme in the neurosciences. Exceptional progress has been made by recording from single neurons in the cortex of the macaque monkey and using computational models from mathematical psychology to relate these neural data to behavior. More recently, however, the range of available techniques and paradigms has dramatically broadened, and researchers have begun to harness new approaches to explore how rodents and humans make perceptual decisions. The results have illustrated some striking convergences with findings from the monkey, but also raised new questions and provided new theoretical insights. In this review, we summarize key findings, and highlight open challenges, for understanding perceptual decision making in rodents, monkeys, and humans.