The vascular endothelium comprises the interface between the circulation and the vessel wall and, as such, is under the dynamic regulation of vascular signalling, nutrients, and hypoxia. Understanding the molecular drivers behind endothelial cell (EC) and vascular smooth muscle cell (VSMC) function and dysfunction remains a pivotal task for further clinical progress in tackling vascular disease. A newly emerging era in vascular biology with landmark deep sequencing approaches has provided us with the means to profile diverse layers of transcriptional regulation at a single cell, chromatin, and epigenetic level. This review describes the roles of major vascular long non-coding RNA (lncRNAs) in the epigenetic regulation of EC and VSMC function and discusses the recent progress in their discovery, detection, and functional characterisation. We summarise new findings regarding lncRNA-mediated epigenetic mechanisms—often regulated by hypoxia—within the vascular endothelium and smooth muscle to control vascular homeostasis in health and disease. Furthermore, we outline novel molecular techniques being used in the field to delineate the lncRNA subcellular localisation and interaction with proteins to unravel their biological roles in the epigenetic regulation of vascular genes.