Sensory systems evolve and enable organisms to perceive their sensory Umwelt, the unique set of cues relevant for their survival. The multiple components that comprise sensory systems - the receptors, cells, organs, and dedicated high-order circuits - can vary greatly across species. Sensory receptor gene families can expand and contract across lineages, resulting in enormous sensory diversity. Comparative studies of sensory receptor function have uncovered the molecular basis of receptor properties and identified novel sensory receptor classes and noncanonical sensory strategies. Phylogenetically informed comparisons of sensory systems across multiple species can pinpoint when sensory changes evolve and highlight the role of contingency in sensory system evolution.