Epigenetic mechanisms are processes at the level of the chromatin that control the expression of genes but their role in neuro-immuno-endocrine communication is poorly understood. This review focuses on epigenetic modifications induced by a range of stressors, both physical and psychological, and examines how these variations can affect the biological activity of cells. It is clear that epigenetic modifications are critical in explaining how environmental factors, which have no effect on the DNA sequence, can have such profound, long-lasting influences on both physiology and behavior. A signaling pathway involving activation of MEK-ERK1/2, MSK1, and Elk-1 signaling molecules has been identified in the hippocampus which results in the phospho-acetylation of histone H3 and modification of gene expression including up-regulation of immediate early genes such as c-Fos. This pathway can be induced by a range of challenging experiences including forced swimming, Morris water maze learning, fear conditioning and exposure to the radial maze. Glucocorticoid (GC) hormones, released as part of the stress response and acting via glucocorticoid receptors (GRs), enhance signaling through the ERK1/2/MSK1-Elk-1 pathway and thereby increase the impact on epigenetic and gene expression mechanisms. The role of synergetic interactions between these pathways in adaptive responses to stress and learning and memory paradigms is discussed, in addition we speculate on their potential role in immune function.