Neuroblastoma (NB) is a childhood tumor originating from sympathetic nervous system cells. Although recently new insights into genes involved in NB have emerged, the molecular basis of neuroblastoma development and progression still remains poorly understood. The best-characterized genetic alterations include amplification of the proto-oncogene MYCN, ALK activating mutations or amplification, gain of chromosome arm 17q and losses of 1p, 3p, and 11q. Epigenetic alterations have been described as well: caspase-8 (CASP8) and RAS-association domain family 1 isoform A (RASSF1A) DNA-methylation are important events for the development and progression of neuroblastoma. In total, there are about 75 genes described as epigenetically affected in NB cell lines and/or NB primary samples. These epigenetic alterations were either found using a candidate gene approach or based on the analysis of genome-wide screening techniques. This review gives an extensive overview of all epigenetic changes described in NB as of today, with a main focus on both prognostic use and the potential of genome-wide techniques to find epigenetic prognostic biomarkers in NB. We summarize the key findings so far and the state-of-the-art of the upcoming methods at a unique time frame in the transition towards combined genome wide chromatin immune-precipitation (ChIP) and DNA sequencing techniques.