Some sensors use what's known as an SPI interface. This uses typically 3 or 4 wires, a device select, clock, input data, and output data lines. Sometimes the input data and output data can share a wire. Some sensors use what's known as an I2C interface. This always uses a clock line (SCK) and a data line (SDA), both of which can be bidirectional. Some sensors use an asynchronous serial interface. This can use 1 or 2 wires depending on whether it's input only or input/output. Other sensors may use analog signals or other digital interfaces. There are all sorts of possibilities. All of these also include a ground wire. You can find descriptions of SPI and I2C in the Wikipedia.
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