Early-life nutritional exposures are significant determinants of the development and future health of all organ systems. The dramatic rise in infant immune diseases, most notably allergy, indicates the specific vulnerability of the immune system to early environmental changes. Dietary changes are at the center of the emerging epigenetic paradigms that underpin the rise in many modern inflammatory and metabolic diseases. There is growing evidence that exposures in pregnancy and the early postnatal period can modify gene expression and disease susceptibility. Although modern dietary changes are complex and involve changing patterns of many nutrients, there is also interest in the developmental effects of specific nutrients. Oligosaccharides (soluble fiber), antioxidants, polyunsaturated fatty acids, folate and other vitamins have documented effects on immune function as well as metabolism. Some have also been implicated in modified risk of allergic diseases in observational studies. Intervention studies are largely limited to trials with polyunsaturated fatty acids and oligosaccharides, showing preliminary but yet unconfirmed benefits in allergy prevention. Understanding how environmental influences disrupt the finely balanced development of immune and metabolic programming is of critical importance. Diet-sensitive pathways are likely to be crucial in these processes. While an epigenetic mechanism provides a strong explanation of how nutritional exposures can affect fetal gene expression and subsequent disease risk, other diet-induced tissue compositional changes may also contribute directly to altered immune and metabolic function--including diet-induced changes in the microbiome. A better understanding of nutritional programming of immune health, nutritional epigenetics and the biological processes sensitive to nutritional exposures early in life may lead to dietary strategies that provide more tolerogenic conditions during early immune programming and reduce the burden of many inflammatory diseases--not just allergy.