By grounding the self in the body, experimental psychology has taken the body as the starting point for a science of the self. One fundamental dimension of the bodily self is the sense of body ownership that refers to the special perceptual status of one's own body, the feeling that "my body" belongs to me. The primary aim of this review article is to highlight recent advances in the study of body ownership and our understanding of the underlying neurocognitive processes in three ways. I first consider how the sense of body ownership has been investigated and elucidated in the context of multisensory integration. Beyond exteroception, recent studies have considered how this exteroceptively driven sense of body ownership can be linked to the other side of embodiment, that of the unobservable, yet felt, interoceptive body, suggesting that these two sides of embodiment interact to provide a unifying bodily self. Lastly, the multisensorial understanding of the self has been shown to have implications for our understanding of social relationships, especially in the context of self-other boundaries. Taken together, these three research strands motivate a unified model of the self inspired by current predictive coding models.