The research field of persistent luminescence has experienced a strong growth in the past two decades, with a steady development of new materials and applications. Here we give an overview of the recent progress in a specific class of host materials, namely oxynitride and nitride persistent phosphors. These are interesting hosts to explore because of their unique characteristics, such as chemical stability and tunability of the emission over the entire visible range upon doping with divalent europium. To yield persistent luminescence however, co-dopants have to be added or the synthesis conditions have to be adjusted. Specific materials, such as Ca2Si5N8:Eu,Tm and BaSi2O2N2:Eu, are highlighted and their properties are put into the context of emerging applications such as in vivo imaging and pressure sensing via mechanoluminescence. Finally, directions for future research are given.