An increasing number of studies have revealed that long non-coding RNAs (lncRNAs) play important roles in gene regulation and nuclear organization. Although the mechanisms are still largely unknown, many lncRNAs have been shown to interact with chromatin. Thus, one approach to understanding the function of these lncRNAs is to identify their sites of genomic interaction. Hybridization capture methods using oligonucleotide probes have been used for years to study chromatin-associated RNA. Recently, several groups have developed novel methods based on proximity ligation to investigate RNA–chromatin interactions at a genome-wide scale. This review discusses these technologies and highlights their advantages and disadvantages for the consideration of potential users.