Prion diseases are fatal infectious neurodegenerative disorders and prototypic conformational diseases, caused by the conformational conversion of the normal cellular prion protein (PrP^C) into the pathological PrP^Sc isoform. Examples are scrapie in sheep and goat, bovine spongiform encephalopathy (BSE) in cattle, chronic wasting disease (CWD) in cervids, and Creutzfeldt–Jacob disease (CJD) in humans. There are no therapies available, and animal prion diseases like BSE and CWD can negatively affect the economy, ecology, animal health, and possibly human health. BSE is a confirmed threat to human health, and mounting evidence supports the zoonotic potential of CWD. CWD is continuously expanding in North America in numbers and distribution and was recently identified in Scandinavian countries. CWD is the only prion disease occurring both in wild and farmed animals, which, together with extensive shedding of infectivity into the environment, impedes containment strategies. There is currently a strong push to develop vaccines against CWD, including ones that can be used in wildlife. The immune system does not develop a bona fide immune response against prion infection, as PrP^C and PrP^Sc share an identical protein primary structure, and prions seem not to represent a trigger for immune responses. This asks for alternative vaccine strategies, which focus on PrP^C-directed self-antibodies or exposure of disease-specific structures and epitopes. Several groups have established a proof-of-concept that such vaccine candidates can induce some levels of protective immunity in cervid and rodent models without inducing unwanted side effects. This review will highlight the most recent developments and discuss progress and challenges remaining.