We discuss work aimed at building functional models of the whole brain implemented in large-scale simulations of millions of individual neurons. Recent developments in this area demonstrate that such models can explain a variety of behavioral, neurophysiological, and neuroanatomical data. We argue that these models hold the potential to expand our understanding of the brain by connecting these levels of analysis in new and informative ways. However, current modeling efforts fall short of the target of whole-brain modeling. Consequently, we discuss different avenues of research that continue to progress toward that distant, but achievable, goal.