In this paper we present a Next-to-Next-to Leading Order (NNLO) calculation of the production of a Higgs boson in association with a massive vector boson. We include the decays of the unstable Higgs and vector bosons, resulting in a fully flexible parton-level Monte Carlo implementation. We also include all $\mathcal{O}(\alpha_s^2)$ contributions that occur in production for these processes: those mediated by the exchange of a single off-shell vector boson in the $s$-channel, and those which arise from the coupling of the Higgs boson to a closed loop of fermions. We study final states of interest for Run II phenomenology, namely $H\rightarrow b\bar{b}$, $\gamma\gamma$ and $WW^*$. The treatment of the $H\rightarrow b\bar{b}$ decay includes QCD corrections at NLO. We use the recently developed $N$-jettiness regularization procedure, and study its viability in the presence of a large final-state phase space by studying $pp\rightarrow V(H\rightarrow WW^*) \rightarrow$ leptons.