The economic burden faced by family caregivers of people at the end of life is well recognised. Financial burden has a significant impact on the provision of family care-giving in the community setting, but has seen limited research attention. A systematic review with realist review synthesis and thematic analysis was undertaken to identify literature relating to the financial costs and impact of family care-giving at the end of life. This paper reports findings relating to previously developed approaches which capture the financial costs and implications of caring for family members receiving palliative/end-of-life care. Seven electronic databases were searched from inception to April 2012, for original research studies relating to the financial impact of care-giving at the end of life. Studies were independently screened to identify those which met the study inclusion criteria, and the methodological quality of included studies was appraised using realist review criteria of relevance and rigour. A descriptive thematic approach was used to synthesise data. Twelve articles met the inclusion criteria for the review. Various approaches to capturing data on the financial costs of care-giving at the end of life were noted; however, no single tool was identified with the sole purpose of exploring these costs. The majority of approaches used structured questionnaires and were administered by personal interview, with most studies using longitudinal designs. Calculation of costs was most often based on recall by patients and family caregivers, in some studies combined with objective measures of resource use. While the studies in this review provide useful data on approaches to capturing costs of care-giving, more work is needed to develop methods which accurately and sensitively capture the financial costs of caring at the end of life. Methodological considerations include study design and method of administration, contextual and cultural relevance, and accuracy of cost estimates.