The village derives its name from St Euddogwy, the third Bishop of Llandaff, who probably lived in the area in the 6th or 7th century. The church was formerly also or alternatively dedicated to St Einion Frenin, who was credited with establishing Saint Cadfan's monastery on Bardsey Island off Llŷn. The present church is on the site of a 7th or 8th-century foundation, but was wholly rebuilt in 1859–61 by J. P. Seddon. It has been described as one of Seddon's "most high-spirited small churches", with "polychromatic interplay inside and out" between mauve and ochre stone, and "an extraordinarily elaborate belfry". Llandogo was a port, renowned at one time for building of the trow, a flat-bottomed river boat that until the 19th century was used for trading up and down the River Wye, also on the River Severn shore and across the Severn Estuary and the Bristol Channel to Bristol. The boat gave its name to the historic Llandoger Trowpub close to the harbour in Bristol. The bell of The William and Sarah, one of the last Chepstow barges to trade on the river, can be found in the bell tower of the church at Llandogo. The Priory is a villa built in 1838 for John Gough by the architects Wyatt & Brandon. It is associated with Robert Baden-Powell, founder of the Scouting movement, who spent several summers as a boy there. He recounts in the sixth yarn of Scouting For Boys an expedition by folding boatup the River Thames, down the River Avon and across the Severn Estuary, finishing in Llandogo. The house belonged to Count Henry Philip Ducarel de la Pasture, whose wife and daughter were both well-known novelists, as Mrs Henry de la Pasture and E. M. Delafield respectively.
Cleddon Shoots is an area of acidic woodland on the east facing slope of the valley above Llandogo. The main trees present are Sessile Oak, Beech, Ash and Alder.
Cleddon Falls is a waterfall that rises above the southwest of the village and runs eastwards down into the Wye Valley.
was a station along the Wye Valley Railway. It was built in 1876 during the construction of the line on the Monmouthshire side of the River Wye at Bigsweir, and was intended to serve the nearby villages of St Briavels, across the river in the Forest of Dean, and Llandogo, which is further down the Wye Valley. It was closed on 5 January 1959 when the line was closed to passenger services. St Briavels station was renamed three time during its life: firstly Bigsweir Station, then St Briavels and Llandogo Station, and finally St Briavels Station. Eventually a new halt was provided. Llandogo Halt railway station was a request stop on the former Wye Valley Railway. It was opened on 7 March 1927 to serve the village of Llandogo. It was closed in 1959 following the withdrawal of passenger services on the line. It was the smallest construction on the Wye Valley Railway.
Llandogo is a main filming site of the 2019 TV series Sex Education.