Multiple types of genetic, epigenetic, and genomic changes have been implicated in cutaneous melanoma prognosis. Many of the existing studies are limited in analyzing a single type of omics measurement and cannot comprehensively describe the biological processes underlying prognosis. As a result, the obtained prognostic models may be less satisfactory, and the identified prognostic markers may be less informative. The recently collected TCGA (The Cancer Genome Atlas) data have a high quality and comprehensive omics measurements, making it possible to more comprehensively and more accurately model prognosis. In this study, we first describe the statistical approaches that can integrate multiple types of omics measurements with the assistance of variable selection and dimension reduction techniques. Data analysis suggests that, for cutaneous melanoma, integrating multiple types of measurements leads to prognostic models with an improved prediction performance. Informative individual markers and pathways are identified, which can provide valuable insights into melanoma prognosis.