In this review, we provide a brief summary of several key studies that broaden our understanding of stress and its epigenetic control of the function and behavior of the hypothalamic-pituitary-adrenal (HPA) axis. Clinical and animal studies suggest a link among exposure to stress, dysregulation of the HPA axis, and susceptibility to neuropsychiatric illnesses. Recent studies have supported the notion that exposure to glucocorticoids and stress in various forms, durations, and intensities during different periods of development leads to long-lasting maladaptive HPA axis response in the brain. They demonstrate that this maladaptive response is comprised of persistent epigenetic changes in the function of HPA axis-associated genes that govern homeostatic levels of glucocorticoids. Stressors and/or disruption of glucocorticoid dynamics also target genes such as brain-derived neurotrophic factor(BDNF) and tyrosine hydroxylase(TH) that are important for neuronal function and behavior. While a definitive role for epigenetic mechanisms remains unclear, these emerging studies implicate glucocorticoid signaling and its ability to alter the epigenetic landscape as one of the key mechanisms that alter the function of the HPA axis and its associated cascades. We also suggest some of the requisite studies and techniques that are important, such as additional candidate gene approaches, genome-wide epigenomic screens, and innovative functional and behavioral studies, in order to further explore and define the relationship between epigenetics and HPA axis biology. Additional studies examining stress-induced epigenetic changes of HPA axis genes, aided by innovative techniques and methodologies, are needed to advance our understanding of this relationship and lead to better preventive, diagnostic, and corrective measures.