Epigenetic modifications of chromatin are essential for the establishment of cell identities during embryogenesis. Between embryonic days 3.5-7.5 of murine development, major cell lineage decisions are made that discriminate extraembryonic and embryonic tissues, and the embryonic primary germ layers are formed, thereby laying down the basic body plan. In this review, we cover the contribution of dynamic chromatin modifications by DNA methylation, changes of chromatin accessibility, and histone modifications, that in combination with transcription factors control gene expression programs of different cell types. We highlight the differences in regulation of enhancer and promoter marks and discuss their requirement in cell lineage specification. Importantly, in many cases, lineage-specific targeting of epigenetic modifiers is carried out by pioneer or master transcription factors, that in sum mediate the chromatin landscape and thereby control the transcription of cell-type-specific gene programs and thus, cell identities.