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Non-specific innate and antigen-specific adaptive immunological memories are vital evolutionary adaptations that confer long-lasting protection against a wide range of pathogens. Adaptive memory is established by memory T and B lymphocytes following the recognition of an antigen. On the other hand, innate immune memory, also called trained immunity, is imprinted in innate cells such as macrophages and natural killer cells through epigenetic and metabolic reprogramming. However, these mechanisms of memory generation and maintenance are compromised as organisms age. Almost all immune cell types, both mature cells and their progenitors, go through age-related changes concerning numbers and functions. The aging immune system renders the elderly highly susceptible to infections and incapable of mounting a proper immune response upon vaccinations. Besides the increased infectious burden, older individuals also have heightened risks of metabolic and neurodegenerative diseases, which have an immunological component. This review discusses how immune function, particularly the establishment and maintenance of innate and adaptive immunological memory, regulates and is regulated by epigenetics, metabolic processes, gut microbiota, and the central nervous system throughout life, with a focus on old age. We explain in-depth how epigenetics and cellular metabolism impact immune cell function and contribute or resist the aging process. Microbiota is intimately linked with the immune system of the human host, and therefore, plays an important role in immunological memory during both homeostasis and aging. The brain, which is not an immune-isolated organ despite former opinion, interacts with the peripheral immune cells, and the aging of both systems influences the health of each other. With all these in mind, we aimed to present a comprehensive view of the aging immune system and its consequences, especially in terms of immunological memory. The review also details the mechanisms of promising anti-aging interventions and highlights a few, namely, caloric restriction, physical exercise, metformin, and resveratrol, that impact multiple facets of the aging process, including the regulation of innate and adaptive immune memory. We propose that understanding aging as a complex phenomenon, with the immune system at the center role interacting with all the other tissues and systems, would allow for more effective anti-aging strategies.