Melanoma is the deadliest form of skin cancer, and its treatment poses significant challenges due to its aggressive nature and resistance to conventional therapies. Long non-coding RNAs (lncRNAs) represent a new frontier in the search for suitable targets to control melanoma progression and invasiveness. Indeed, lncRNAs exploit a wide range of regulatory functions along chromatin remodeling, gene transcription, post-transcription, transduction, and post-transduction to ultimately tune multiple cellular processes. The understanding of this intricate and flexible regulatory network orchestrated by lncRNAs in pathological conditions can strategically support the rational identification of promising targets, ultimately speeding up the setup of new therapeutics to integrate the currently available approaches. Here, the most recent findings on lncRNAs involved in melanoma will be analyzed. In particular, the functional links between their mechanisms of action and some frequently underestimated features, like their different subcellular localizations, will be highlighted.