A growing body of clinical and experimental evidence has challenged the traditional understanding that only the adaptive immune system can mount immunological memory. Recent findings describe the adaptive characteristics of the innate immune system, underscored by its ability to remember antecedent foreign encounters and respond in a nonspecific sensitized manner to reinfection. This has been termed trained innate immunity. Although beneficial in the context of recurrent infections, this might actually contribute to chronic immune-mediated diseases, such as atherosclerosis. Recent Advances: In line with its proposed role in sustaining cellular memories, epigenetic reprogramming has emerged as a critical determinant of trained immunity. Recent technological and computational advances that improve unbiased acquisition of epigenomic profiles have significantly enhanced our appreciation for the complexities of chromatin architecture in the contexts of diverse immunological challenges.