There is increasing, but still inconsistent evidence that vaccinations and childhood infections may play a role in the normal maturation of the immune system, and in the development and balance of immune regulatory pathways, both of which might impact health later in life. This review covers the epidemiological evidence regarding the role of Bacillus Calmette-Guérin (BCG) vaccination on the following inflammatory or autoimmune diseases: asthma and allergic diseases, Crohn's disease (CD), insulin-dependent diabetes mellitus (IDDM), and specific cancers. The literature is more comprehensive for asthma and allergic diseases, with 16 studies reporting the absence of an association while seven rather suggest a protective effect of BCG. We found insufficient evidence on CD to conclude at this point. Overall, the evidence for IDDM based on four studies leans towards no association, although some effects were observed in population subsets. Five epidemiological investigations provide evidence on a possible link with cancer incidence or mortality at various sites, with indications of both increased and decreased risks. Given the potential public health implications, it is imperative to acquire a better understanding of how BCG vaccination could influence the development of such chronic health conditions in the population.