In the past decades medical progress in the treatment of fatal diseases has led to substantial improvement of survival. This long-term survival has financial consequences for health care and society. In this article methodological challenges of measuring the costs of long-term survival are presented. In this regard the costs of long-term treatment, indirect costs, unrelated future health care costs and discounting of costs are highlighted and illustrated by examples. A methodological challenge related to the economic evaluation of therapies leading to long-term survival is the consideration of unrelated future health care costs occurring in life years gained. In the literature the issue of unrelated future health care costs is discussed comprehensively on a methodological-theoretical basis. In economic evaluations published in the literature, these costs have rarely been considered so far, which may cause biased results. Concerning the comparability of study results, a standardization of the methods of measuring costs is desirable.