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Humans' ability to synchronize movement with auditory rhythms relies on motor networks, such as cortical areas, basal ganglia and the cerebellum, which also participate in rhythm perception and movement production. Current research has provided insights into the dependence of this action-perception coupling upon the entrainment of neuronal activity by external rhythms. At a physical level, advances on wearable robotics have enriched our understanding of the dynamical properties of the locomotor system showing evidence of mechanical entrainment. Here we defend the view that modelling brain and locomotor oscillatory activities as dynamical systems, at both neural and physical levels, provides a unified theoretical framework for the understanding of externally driven rhythmic entrainment of biological systems. To better understand the underlying mechanisms of this multi-level entrainment during locomotion, we review in a common framework the core questions related to the dynamic properties of biological oscillators and the neural bases of auditory-motor synchronization. Illustrations of our approach, using personalized auditory stimulation, to gait rehabilitation in Parkinson disease and to manipulation of runners' kinematics are presented.