Artificial neural networks can be useful for studying brain functions. In cognitive neuroscience, recurrent neural networks are often used to model cognitive functions. I will first offer my opinion on what is missing in the classical use of recurrent neural networks. Then I will discuss two lines of ongoing efforts in our group to move beyond the classical recurrent neural networks by studying multi-system neural networks (the talk will focus on two-system networks). These are networks that combine modules for several neural systems, such as vision, audition, prefrontal, hippocampal systems. I will showcase how multi-system networks can potentially be constrained by experimental data in fundamental ways and at scale.