Air pollution exposure is estimated to contribute to approximately seven million early deaths every year worldwide and more than 3% of disability-adjusted life years lost. Air pollution has numerous harmful effects on health and contributes to the development and morbidity of cardiovascular disease, metabolic disorders, and a number of lung pathologies, including asthma and chronic obstructive pulmonary disease (COPD). Emerging data indicate that air pollution exposure modulates the epigenetic mark, DNA methylation (DNAm), and that these changes might in turn influence inflammation, disease development, and exacerbation risk. Several traffic-related air pollution (TRAP) components, including particulate matter (PM), black carbon (BC), ozone (O3), nitrogen oxides (NOx), and polyaromatic hydrocarbons (PAHs), have been associated with changes in DNAm; typically lowering DNAm after exposure. Effects of air pollution on DNAm have been observed across the human lifespan, but it is not yet clear whether early life developmental sensitivity or the accumulation of exposures have the most significant effects on health. Air pollution exposure-associated DNAm patterns are often correlated with long-term negative respiratory health outcomes, including the development of lung diseases, a focus in this review. Recently, interventions such as exercise and B vitamins have been proposed to reduce the impact of air pollution on DNAm and health. Ultimately, improved knowledge of how exposure-induced change in DNAm impacts health, both acutely and chronically, may enable preventative and remedial strategies to reduce morbidity in polluted environments.