The methodological and modeling challenges offered by the new field of hyperscanning are among the most interesting opportunities of development for brain connectivity methods. The analysis of multiple-subjects connectivity aims to build models of social cognitive functions describing the complex relationship between the brain activities of interacting subjects. Such new approach promises to reach a deeper understanding of the neurophysiological mechanisms involved in social interactions. In this lecture, the theoretical framework explaining the need for simultaneous recording and multivariate modeling of multiple subjects data will be discussed, and I will show some examples of multi-subject models related to collaboration, joint action and empathic pro-social behavior, obtained by high density EEG and source reconstruction techniques.