Presented is an updated understanding of the development of sensory systems in the offspring of a wide range of terrestrial mammals, the prenatal exposure of those systems to salient stimuli, and the mechanisms by which that exposure can embed particular sensory capabilities that prepare newborns to respond appropriately to similar stimuli they may encounter after birth. Taken together, these are the constituents of the phenomenon of "trans-natal sensory continuity" where the embedded sensory capabilities are considered to have been "learnt" and, when accessed subsequently, they are said to have been "remembered". An alternative explanation of trans-natal sensory continuity is provided here in order to focus on the mechanisms of "embedding" and "accessing" instead of the potentially more subjectively conceived outcomes of "learning" and "memory". Thus, the mechanistic concept of "intrauterine sensory entrainment" has been introduced, its foundation being the well-established neuroplastic capability of nervous systems to respond to sensory inputs by reorganising their neural structures, functions, and connections. Five conditions need to be met before "trans-natal sensory continuity" can occur. They are (1) sufficient neurological maturity to support minimal functional activity in specific sensory receptor systems in utero; (2) the presence of sensory stimuli that activate their aligned receptors before birth; (3) the neurological capability for entrained functions within specific sensory modalities to be retained beyond birth; (4) specific sensory stimuli that are effective both before and after birth; and (5) a capability to detect those stimuli when or if they are presented after birth in ways that differ (e.g., in air) from their presentation via fluid media before birth. Numerous beneficial outcomes of this process have been reported for mammalian newborns, but the range of benefits depends on how many of the full set of sensory modalities are functional at the time of birth. Thus, the breadth of sensory capabilities may be extensive, somewhat restricted, or minimal in offspring that are, respectively, neurologically mature, moderately immature, or exceptionally immature at birth. It is noted that birth marks a transition from sensory entrainment to sensory entrainment in all mammalian young. Depending on their neurological maturity, extrauterine entrainment contributes to the continuing maturation of the different sensory systems that are operational at birth, the later development and maturation of the systems that are absent at birth, and the combined impact of those factors on the behaviour of newborn and young mammals. Intrauterine sensory entrainment helps to prepare mammalian young for life immediately after birth, and extrauterine sensory entrainment continues this process until all sensory modalities develop full functionality. It is apparent that, overall, extrauterine sensory entrainment and its aligned neuroplastic responses underlie numerous postnatal learning and memory events which contribute to the maturation of all sensory capabilities that eventually enable mammalian young to live autonomously.