Entropy production along a single stochastic trajectory of a biomolecule is discussed for two different sources of non-equilibrium. For a molecule manipulated mechanically by an AFM or an optical tweezer, entropy production (or annihilation) occurs in the molecular conformation proper or in the surrounding medium. Within a Langevin dynamics, a unique identification of these two contributions is possible. The total entropy change obeys an integral fluctuation theorem and a class of further exact relations, which we prove for arbitrarily coupled slow degrees of freedom including hydrodynamic interactions. These theoretical results can therefore also be applied to driven colloidal systems. For transitions between different internal conformations of a biomolecule involving unbalanced chemical reactions, we provide a thermodynamically consistent formulation and identify again the two sources of entropy production, which obey similar exact relations. We clarify the particular role degenerate states have in such a description.