The genomes of complex eukaryotes largely contain non-protein-coding DNA, which is pervasively transcribed into a plethora of non-coding RNAs (ncRNAs). The functional importance of many of these ncRNAs has been investigated in the last two decades, revealing their crucial and multifaceted roles in chromatin regulation. A common mode of action of ncRNAs is the recruitment of chromatin modifiers to specific regions in the genome. Whereas many ncRNA–protein interactions have been characterised in detail, binding of ncRNAs to their DNA target sites is much less understood. Recently developed RNA-centric methods have mapped the genome-wide distribution of ncRNAs, however, how ncRNAs achieve locus-specificity remains mainly unresolved. In terms of direct RNA–DNA interactions, two kinds of triple-stranded structures can be formed: R-loops consisting of an RNA:DNA hybrid and a looped out DNA strand, and RNA:DNA triple helices (triplexes), in which the RNA binds to the major groove of the DNA double helix by sequence-specific Hoogsteen base pairing. In this essay, we will review the current knowledge about RNA:DNA triplexes, summarising triplex formation rules, detection methods, and ncRNAs reported to engage in triplexes. While the functional characterisation of RNA:DNA triplexes is still anecdotal, recent advances in high-throughput and computational analyses indicate their widespread distribution in the genome. Thus, we are witnessing a paradigm shift in the appreciation of RNA:DNA triplexes, away from exotic structures towards a prominent mode of ncRNA–chromatin interactions.