Combined analyses of molecular data, such as DNA copy-number alteration, mRNA and protein expression, point to biological functions and molecular pathways being deregulated in multiple cancers. Genomic, metabolomic and clinical data from various solid cancers and model systems are emerging and can be used to identify novel patient subgroups for tailored therapy and monitoring. The integrative genomics methodologies that are used to interpret these data require expertise in different disciplines, such as biology, medicine, mathematics, statistics and bioinformatics, and they can seem daunting. The objectives, methods and computational tools of integrative genomics that are available to date are reviewed here, as is their implementation in cancer research.