During the last years there have been important advances in the theoretical study of the synchronization between complex systems, including the description of phenomena such as generalized and phase synchronization. These concepts may be also applied to study complex natural systems whose activity is recorded along time even though their equations of state are unknown. The human brain is one of such systems where different types of interdependencies among various areas may be characterized from records of its electromagnetic activity. We present here a brief review of the associated methodology as well as the strengths and caveats of this approach, and point out possible directions for future research in this fascinating interdisciplinary scientific field.