Theories from reinforcement learning have been highly influential for interpreting neural activity in the biological circuits critical for animal and human learning. Central among these is the identification of phasic activity in dopamine neurons as a reward prediction error signal that drives learning in basal ganglia and prefrontal circuits. However, recent findings suggest that dopaminergic prediction error signals have access to complex, structured reward predictions and are sensitive to more properties of outcomes than learning theories with simple scalar value predictions might suggest. Here, I will present recent work in which we probed the identity-specific structure of reward prediction errors in an odor-guided choice task and found evidence for multiple predictive “threads” that segregate reward predictions, and reward prediction errors, according to the specific sensory features of anticipated outcomes. Our results point to an expanded class of neural reinforcement learning algorithms in which biological agents learn rich associative structure from their environment and leverage it to build reward predictions that include information about the specific, and perhaps idiosyncratic, features of available outcomes, using these to guide behavior in even quite simple reward learning tasks.