Nearest neighbor-based methods are classic techniques that, due to their efficiency, still are widely used today. However, they have not been broadly applied to solve the multi-instance multi-label (MIML) problem, a supervised learning paradigm that combines multi-instance (MI) and multi-label (ML) learning. This work presents new neighbor-based approaches for solving MIML problems. On the one hand, MIML data are transformed into ML data and ML nearest neighbor algorithms are used. On the other hand, algorithms that directly address MIML data and use a bag-based distance are proposed. A comprehensive study and an overall comparison have been conducted to study the performance of these methods using different configurations. Experiments included 16 datasets and 8 performance metrics. The results and statistical tests showed that the problem transformation applied and the distance function used impacted the performance and that the approaches that do not transform the problem obtained the best predictive results. Furthermore, most of the proposed algorithms outperformed the MIMLkNN algorithm, the state-of-art algorithm for MIML learning based on nearest-neighbor. Therefore, the relevance and capabilities of neighbor-based approaches to obtain competitive results in MIML learning are shown. Finally, all the algorithms developed in this paper have been included in the MIML library to facilitate the comparison with other future proposals.