Cells measure a vast variety of signals, from their environment's stiffness to chemical concentrations and gradients; physical principles strongly limit how accurately they can do this. However, when many cells work together, they can cooperate to exceed the accuracy of any single cell. In this topical review, I will discuss the experimental evidence showing that cells collectively sense gradients of many signal types, and the models and physical principles involved. I also propose new routes by which experiments and theory can expand our understanding of these problems.