This review focuses on the interactions between the cutaneous senses, and in particular touch and temperature, as these are the most relevant for developing skin-based display technologies for use in virtual reality (VR) and for designing multimodal haptic devices. A broad spectrum of research is reviewed ranging from studies that have examined the mechanisms involved in thermal intensification and tactile masking, to more applied work that has focused on implementing thermal-tactile illusions such as thermal referral and illusory wetness in VR environments. Research on these tactile-thermal illusions has identified the differences between the senses of cold and warmth in terms of their effects on the perception of object properties and the prevalence of the perceptual experiences elicited. They have also underscored the fundamental spatial and temporal differences between the tactile and thermal senses. The wide-ranging body of research on compound sensations such as wetness and stickiness has highlighted the mechanisms involved in sensing moisture and provided a framework for measuring these sensations in a variety of contexts. Although the interactions between the two senses are complex, it is clear that the addition of thermal inputs to a tactile display enhances both user experience and enables novel sensory experiences.