Humans possess a remarkable ability to make decisions within real-world environments that are expansive, complex, and multidimensional. Human cognitive computational neuroscience has sought to exploit reinforcement learning (RL) as a framework within which to explain human decision-making, often focusing on constrained, artificial experimental tasks. In this article, we review recent efforts that use naturalistic approaches to determine how humans make decisions in complex environments that better approximate the real world, providing a clearer picture of how humans navigate the challenges posed by real-world decisions. These studies purposely embed elements of naturalistic complexity within experimental paradigms, rather than focusing on simplification, generating insights into the processes that likely underpin humans' ability to navigate complex, multidimensional real-world environments so successfully.