Epigenetic mechanisms can alter gene expression without a change in the nucleotide sequence and are increasingly recognized as important mechanisms that can generate phenotypic diversity. Most of our current knowledge regarding the origin and role of epigenetic variation comes from research on plants or mammals, often in controlled rearing conditions. Epigenetic research on birds in their natural habitats is still in its infancy, but is needed to answer questions regarding the origin of epigenetic marks and their role in phenotypic variation and evolution. Here we review the potential for studying epigenetic variation in natural bird systems. We aim to provide insights into (1) the origin of epigenetic variation, (2) the relationship between epigenetic variation and trait variation, and (3) the possible role of epigenetic variation in adaptation to changing environments. As there is currently little research on epigenetics in wild birds, we examine how findings on other taxa such as plants and mammals relate to birds. We also examine some of the pros and cons of the most commonly used methods to study patterns of DNA methylation in birds, and suggest some topics we believe need to be addressed to develop the field of wild avian epigenetics further.