Recently, there have been several concerted international efforts - the BRAIN initiative, European Human Brain Project and the Human Connectome Project, to name a few - that hope to revolutionize our understanding of the connected brain. Over the past two decades, functional neuroimaging has emerged as the predominant technique in systems neuroscience. This is foreshadowed by an ever increasing number of publications on functional connectivity, causal modeling, connectomics, and multivariate analyses of distributed patterns of brain responses. In this article, we summarize pedagogically the (deep) history of brain mapping. We will highlight the theoretical advances made in the (dynamic) causal modelling of brain function - that may have escaped the wider audience of this article - and provide a brief overview of recent developments and interesting clinical applications. We hope that this article will engage the signal processing community by showcasing the inherently multidisciplinary nature of this important topic and the intriguing questions that are being addressed.