Evidence is now emerging that early life environment can have lifelong effects on metabolic, cardiovascular, and pulmonary function in offspring, a concept also known as fetal or developmental programming. In mammals, developmental programming is thought to occur mainly via epigenetic mechanisms, which include DNA methylation, histone modifications, and expression of non-coding RNAs. The effects of developmental programming can be induced by the intrauterine environment, leading to intergenerational epigenetic effects from one generation to the next. Transgenerational epigenetic inheritance may be considered when developmental programming is transmitted across generations that were not exposed to the initial environment which triggered the change. So far, inter- and transgenerational programming has been mainly described for cardiovascular and metabolic disease risk. In this review, we discuss available evidence that epigenetic inheritance also occurs in respiratory diseases, using asthma and chronic obstructive pulmonary disease (COPD) as examples. While multiple epidemiological as well as animal studies demonstrate effects of 'toxic' intrauterine exposure on various asthma-related phenotypes in the offspring, only few studies link epigenetic marks to the observed phenotypes. As epigenetic marks may distinguish individuals most at risk of later disease at early age, it will enable early intervention strategies to reduce such risks. To achieve this goal further, well designed experimental and human studies are needed.