Extra-cranial malignant rhabdoid tumors (MRTs) and cranial atypical teratoid RTs (ATRTs) are heterogeneous pediatric cancers driven primarily by SMARCB1 loss. To understand the genome-wide molecular relationships between MRTs and ATRTs, we analyze multi-omics data from 140 MRTs and 161 ATRTs. We detect similarities between the MYC subgroup of ATRTs (ATRT-MYC) and extra-cranial MRTs, including global DNA hypomethylation and overexpression of HOX genes and genes involved in mesenchymal development, distinguishing them from other ATRT subgroups that express neural-like features. We identify five DNA methylation subgroups associated with anatomical sites and SMARCB1 mutation patterns. Groups 1, 3, and 4 exhibit cytotoxic T cell infiltration and expression of immune checkpoint regulators, consistent with a potential role for immunotherapy in rhabdoid tumor patients. Chun et al. report similarities between the MYC subgroup of cranial and extra-cranial rhabdoid tumors (RTs) at genetic, gene-expression, and epigenetic levels. They identify five DNA methylation subgroups of RTs across multiple organ sites, and some subgroups exhibit increased levels of immune cell infiltration and immune checkpoint expression.