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Abstract People structure their days to experience events with others. We gather to eat meals, watch TV, and attend concerts together. What constitutes a shared experience and how does it manifest in dyadic behavior? The present study investigates how shared experiences—measured through emotional, motoric, physiological, and cognitive alignment—promote social bonding. We recorded the facial expressions and electrodermal activity (EDA) of participants as they watched four episodes of a TV show for a total of 4 h with another participant. Participants displayed temporally synchronized and spatially aligned emotional facial expressions and the degree of synchronization predicted the self-reported social connection ratings between viewing partners. We observed a similar pattern of results for dyadic physiological synchrony measured via EDA and their cognitive impressions of the characters. All four of these factors, temporal synchrony of positive facial expressions, spatial alignment of expressions, EDA synchrony, and character impression similarity, contributed to a latent factor of a shared experience that predicted social connection. Our findings suggest that the development of interpersonal affiliations in shared experiences emerges from shared affective experiences comprising synchronous processes and demonstrate that these complex interpersonal processes can be studied in a holistic and multi-modal framework leveraging naturalistic experimental designs.