•Laboratory experiments are often designed to isolate a handful of intuitive variables.•The brain, however, has evolved to navigate a complex, multidimensional world.•This creates a tension between experimental control and ecological generalizability.•Neuroscientific models should be developed and tested in ecological contexts. Naturalistic experimental paradigms in neuroimaging arose from a pressure to test the validity of models we derive from highly-controlled experiments in real-world contexts. In many cases, however, such efforts led to the realization that models developed under particular experimental manipulations failed to capture much variance outside the context of that manipulation. The critique of non-naturalistic experiments is not a recent development; it echoes a persistent and subversive thread in the history of modern psychology. The brain has evolved to guide behavior in a multidimensional world with many interacting variables. The assumption that artificially decoupling and manipulating these variables will lead to a satisfactory understanding of the brain may be untenable. We develop an argument for the primacy of naturalistic paradigms, and point to recent developments in machine learning as an example of the transformative power of relinquishing control. Naturalistic paradigms should not be deployed as an afterthought if we hope to build models of brain and behavior that extend beyond the laboratory into the real world.