With the advent of powerful parallel computers, efforts have commenced to simulate complete mammalian brains. However, so far none of these efforts has produced outcomes close to explaining even the behavioral complexities of animals. In this article, we suggest four challenges that ground this shortcoming. First, we discuss the connection between hypothesis testing and simulations. Typically, efforts to simulate complete mammalian brains lack a clear hypothesis. Second, we treat complications related to a lack of parameter constraints for large-scale simulations. To demonstrate the severity of this issue, we review work on two small-scale neural systems, the crustacean stomatogastric ganglion and the Caenorhabditis elegans nervous system. Both of these small nervous systems are very thoroughly, but not completely understood, mainly due to issues with variable and plastic parameters. Third, we discuss the hierarchical structure of neural systems as a principled obstacle to whole-brain simulations. Different organizational levels imply qualitative differences not only in structure, but in choice and appropriateness of investigative technique and perspective. The challenge of reconciling different levels also undergirds the challenge of simulating and hypothesis testing, as modeling a system is not the same thing as simulating it. Fourth, we point out that animal brains are information processing systems tailored very specifically for the ecological niches the respective animals live in.