Major histocompatibility complex (MHC) molecules are loaded with a wide variety of self- and non-self-peptides in their binding grooves and present these to T cell receptors (TCRs) in order to activate the adaptive immune system. A large number of crystal structures of different MHC alleles with different bound peptides have been determined, and they have been found to be quite similar to one another regardless of the bound peptide sequence. The structures do not change markedly even when forming complexes with TCRs. Nonetheless, the degree of TCR activation does differ markedly depending on the peptide presented by the MHC. Recent structural studies in solution rather than as crystals have suggested that the conformational dynamics of MHC molecules may be responsible for the MHC stability differences. Furthermore, it was shown that the conformational dynamics of MHC molecules is important for peptide loading and presentation to TCR. Here, we describe the static and dynamic structures of MHC molecules and appropriate methods to analyze them. We focus particularly on nuclear magnetic resonance (NMR), one of the most powerful tools to study dynamic properties of proteins. The number of such studies in the literature is limited, but in this review, we show that NMR is valuable for elucidating the structural dynamics of MHC molecules.