Herding is a form of convergent social behaviour that can be broadly defined as the alignment of the thoughts or behaviours of individuals in a group (herd) through local interaction and without centralized coordination. We suggest that herding has a broad application, from intellectual fashion to mob violence; and that understanding herding is particularly pertinent in an increasingly interconnected world. An integrated approach to herding is proposed, describing two key issues: mechanisms of transmission of thoughts or behaviour between agents, and patterns of connections between agents. We show how bringing together the diverse, often disconnected, theoretical and methodological approaches illuminates the applicability of herding to many domains of cognition and suggest that cognitive neuroscience offers a novel approach to its study.