Sensory information is coded in space and in time. The organization of neuronal activity in space maintains straightforward relationships with the spatial organization of the perceived environment. In contrast, the temporal organization of neuronal activity is not trivially related to external features due to sensor motion. Still, the temporal organization shares similar principles across sensory modalities. Likewise, thalamocortical circuits exhibit common features across senses. Focusing on touch, vision, and audition, we review their shared coding principles and suggest that thalamocortical systems include circuits that allow analogous recoding mechanisms in all three senses. These thalamocortical circuits constitute oscillations-based phase-locked loops, that translate temporally-coded sensory information to rate-coded cortical signals, signals that can integrate information across sensory and motor modalities. The loop also allows predictive locking to the onset of future modulations of the sensory signal. The paper thus suggests a theoretical framework in which a common thalamocortical mechanism implements temporal demodulation across senses.