If you recently updated to OS X Mavericks, you may have found that when you use mission control, or the shortcut, to change desktops it changes independent of one another. If you prefer all displays having one unified desktop, like myself, that all change at the same time, then you can very easily get that functionality back by visiting the Mission Control menu in System Preferences.
Tl;dr: Navigate to System Preferences > Mission Control and uncheck “Displays have separate Spaces”. That’s it. You may need to restart your Mac.