Metastasis to the central nervous system (CNS) remains a major cause of morbidity and mortality in patients with systemic cancer. As the length of survival in patients with systemic cancer improves, thanks to multimodality therapies, focusing on metastases to the CNS becomes of paramount importance. Unique interactions between the brain's micro-environment, blood-brain barrier, and tumor cells are hypothesized to promote distinct molecular features in CNS metastases that may require tailored therapeutic approaches. This review will focus on the pathophysiology, epigenetics, and immunobiology of brain metastases in order to understand the metastatic cascade. Cancer cells escape the primary tumor, intravasate into blood vessels, survive the hematogenous dissemination to the CNS, arrest in brain capillaries, extravasate, proliferate, and develop angiogenic abilities to establish metastases. Molecular biology, genetics, and epigenetics are rapidly expanding, enabling us to advance our knowledge of the underlying mechanisms involved. Research approaches using cell lines that preferentially metastasize in vivo to the brain and in vitro tissue-based studies unfold new molecular leads into the disease. It is important to identify and understand the molecular pathways of the metastatic cascade in order to target the investigation and development of more effective therapies and research directions.