Delayed drug allergy reactions (DDAR) are potentially fatal. Certain human leukocyte antigen (HLA) alleles have been associated with delayed allergy reactions following the administration of particular drugs. Examples are HLA-B*57:01 (abacavir), HLA-B*15:02/HLA-A*31:01 (carbamazepine), and HLA-B*58:01 (allopurinol). Based on the identification of these associations, it may now be possible to prevent certain allergy reactions that were, until recently, considered unpredictable. In this review, we will focus on the pharmacogenetics of the best-studied associations between specific HLA alleles and delayed allergy reactions and describe the pathogenesis models proposed so far. Finally, we will evaluate the genetic screening strategies available and discuss the clinical relevance of a better understanding of the immunogenetics and mechanisms involved in DDAR.