Drug, hormonal, and nutritional exposures in pregnancy can cause birth defects, or have more subtle influences that may affect adult health through epigenetic developmental programming. Characterizing these epigenetic changes may provide valuable insight into the mechanism by which our health is influenced by the environment and provide biomarkers of exposure; however, currently there are few data from human studies directly addressing this. We review data on three types of exposures-nutritional, glucocorticoid, and endocrine-disrupting chemicals-and discuss how these may be associated with epigenetic changes in the fetus and the placenta, a key mediator of in utero environment. In addition, we outline some considerations for investigation of epigenetic effects in the fetus and placenta that are important to consider in the design of studies for the future.