In first-order Pavlovian conditioning, learning is acquired by pairing a conditioned stimulus (CS) with an intrinsically motivating unconditioned stimulus (US; e.g., food or shock). In higher-order Pavlovian conditioning (sensory preconditioning and second-order conditioning), the CS is paired with a stimulus that has motivational value that is acquired rather than intrinsic. This review describes some of the ways higher-order conditioning paradigms can be used to elucidate substrates of learning and memory, primarily focusing on fear conditioning. First-order conditioning, second-order conditioning, and sensory preconditioning allow for the controlled demonstration of three distinct forms of memory, the neural substrates of which can thus be analyzed. Higher-order conditioning phenomena allow one to distinguish more precisely between processes involved in transmission of sensory or motor information and processes involved in the plasticity underlying learning. Finally, higher-order conditioning paradigms may also allow one to distinguish between processes involved in behavioral expression of memory retrieval versus processes involved in memory retrieval itself.