Mounting evidence from both animal and human studies suggests that the epigenome is in constant drift over the life course in response to stochastic and environmental factors. In humans, this has been highlighted by a small number of studies that have demonstrated discordant DNA methylation patterns in adolescent or adult monozygotic (MZ) twin pairs. However, to date, it remains unclear when such differences emerge, and how prevalent they are across different tissues. To address this, we examined the methylation of four differentially methylated regions associated with the IGF2/H19 locus in multiple birth tissues derived from 91 twin pairs: 56 MZ and 35 dizygotic (DZ). Tissues included cord blood-derived mononuclear cells and granulocytes, human umbilical vein endothelial cells, buccal epithelial cells and placental tissue. Considerable variation in DNA methylation was observed between tissues and between unrelated individuals. Most interestingly, methylation discordance was also present within twin pairs, with DZ pairs showing greater discordance than MZ pairs. These data highlight the variable contribution of both intrauterine environmental exposures and underlying genetic factors to the establishment of the neonatal epigenome of different tissues and confirm the intrauterine period as a sensitive time for the establishment of epigenetic variability in humans. This has implications for the effects of maternal environment on the development of the newborn epigenome and supports an epigenetic mechanism for the previously described phenomenon of 'fetal programming' of disease risk.