Epigenetics refers to chemical modifications of DNA, which do not change the base-pair sequence. This involves, for example, methylation of cytosine and different alterations in histone chemistry. Such modifications affect how genes are expressed and can occur as a response to stress, mediated by steroid hormones. Hence, the coordination of how genes are expressed, the orchestration of the genome so to say, responds dynamically to environmental challenges. In this selective review, the evidence in support of such mechanisms is discussed. Data show that epigenetic mechanisms can be affected by stress in different life phases, even prenatally, and this can cause long-term modifications of behaviour and stress susceptibility. Several studies show that such effects can even persist into coming generations. Research on chickens demonstrates that chronic, as well as brief events of stress cause transgenerationally stable changes of brain gene expression, behaviour and HPA-axis sensitivity. Evidence is also reviewed, suggesting that epigenetic variation may have been a substrate for selection during domestication. It is concluded that the main research challenge for the future is to understand the gene×epigenetics×environment interaction, and incorporate this into the field of animal welfare.