DNA methylation and the localization and post-translational modification of nucleosomes are interdependent factors that contribute to the generation of distinct phenotypes from genetically identical cells. With 112 whole-genome bisulfite sequencing datasets from the BLUEPRINT Epigenome Project, we analyzed the global development of DNA methylation patterns during lineage commitment and maturation of a range of immune system effector cells and the cancers that arise from them. We show clear trends in methylation patterns that are distinct in the innate and adaptive arms of the human immune system, both globally and in relation to consistently positioned nucleosomes. Most notable are a progressive loss of methylation in developing lymphocytes and the consistent occurrence of non-CG methylation in specific cell types. Cancer samples from the two lineages are further polarized, suggesting the involvement of distinct lineage-specific epigenetic mechanisms. We anticipate broad utility for this resource as a basis for further comparative epigenetic analyses.