This 2018 German rodent study was a proof-of-principle for immune epigenetic memory in the brain:

“Innate immune memory is a vital mechanism of myeloid [bone marrow] cell plasticity that occurs in response to environmental stimuli and alters subsequent immune responses.

Two types of immunological imprinting can be distinguished – training and tolerance. These are epigenetically mediated and enhance or suppress subsequent inflammation, respectively.

Certain immune stimuli train blood monocytes to generate enhanced immune responses to subsequent immune insults. By contrast, other stimuli induce immune tolerance – suppression of inflammatory responses to subsequent stimuli.

Microglia (brain-resident macrophages) are very long-lived cells. This makes them particularly interesting for studying immune memory, as virtually permanent modification of their molecular profile appears possible. Immune memory in the brain is predominantly mediated by microglia.

In a mouse model of Alzheimer’s pathology, immune training exacerbates cerebral β-amyloidosis and immune tolerance alleviates it; similarly, peripheral immune stimulation modifies pathological features after stroke. Our results identify immune memory in the brain as an important modifier of neuropathology.

Immune memory in the brain could conceivably affect the severity of any neurological disease that presents with an inflammatory component, but this will need to be studied for each individual condition.”

The researchers performed multiple experiments to test different hypotheses about how immune-response experiences are remembered. Modifications to histone methylation and acetylation were targeted.

The stimulus dosage needed to produce immune tolerance – “suppression of inflammatory responses to subsequent stimuli” – was usually four times the dosage used for immune training – “enhanced immune responses to subsequent immune insults.”

https://www.nature.com/articles/s41586-018-0023-4 “Innate immune memory in the brain shapes neurological disease hallmarks” (not freely available)