There is a new and growing interest in psycholinguistics in the mental representation of (not necessarily phrasal) multi-word sequences and in how knowledge of these sequences relates to word, phrase, and sentence knowledge. In this paper we summarize the evidence for the existence of distinct mental representations for these types of sequences. Studies of sentence processing, contextual ambiguity resolution, speech production and compound word processing provide indirect evidence for frequency effects for multi-word sequences. Recent studies of adult reading behavior have looked more directly at the effects of holistic frequency on reading performance. We end by considering the relevance of multi-word sequences to existing cognitive models of language and speculating on how they may impact on future models.