In this review, we compare methods for temporal sequence learning (TSL) across the disciplines machine-control, classical conditioning, neuronal models for TSL as well as spike-timing-dependent plasticity (STDP). This review introduces the most influential models and focuses on two questions: To what degree are reward-based (e.g., TD learning) and correlation-based (Hebbian) learning related? and How do the different models correspond to possibly underlying biological mechanisms of synaptic plasticity? We first compare the different models in an open-loop condition, where behavioral feedback does not alter the learning. Here we observe that reward-based and correlation-based learning are indeed very similar. Machine control is then used to introduce the problem of closed-loop control (e.g., actor-critic architectures). Here the problem of evaluative (rewards) versus nonevaluative (correlations) feedback from the environment will be discussed, showing that both learning approaches are fundamentally different in the closed-loop condition. In trying to answer the second question, we compare neuronal versions of the different learning architectures to the anatomy of the involved brain structures (basal-ganglia, thalamus, and cortex) and the molecular biophysics of glutamatergic and dopaminergic synapses. Finally, we discuss the different algorithms used to model STDP and compare them to reward-based learning rules. Certain similarities are found in spite of the strongly different timescales. Here we focus on the biophysics of the different calcium-release mechanisms known to be involved in STDP.