Genome-wide association studies (GWAS) have identified multiple single nucleotide polymorphisms (SNPs) associated with prostate cancer risk. However, whether these associations can be consistently replicated, vary with disease aggressiveness (tumor stage and grade) and/or interact with non-genetic potential risk factors or other SNPs is unknown. We therefore genotyped 39 SNPs from regions identified by several prostate cancer GWAS in 10,501 prostate cancer cases and 10,831 controls from the NCI Breast and Prostate Cancer Cohort Consortium (BPC3). We replicated 36 out of 39 SNPs (P-values ranging from 0.01 to 10⁻²⁸). Two SNPs located near KLK3 associated with PSA levels showed differential association with Gleason grade (rs2735839, P = 0.0001 and rs266849, P = 0.0004; case-only test), where the alleles associated with decreasing PSA levels were inversely associated with low-grade (as defined by Gleason grade < 8) tumors but positively associated with high-grade tumors. No other SNP showed differential associations according to disease stage or grade. We observed no effect modification by SNP for association with age at diagnosis, family history of prostate cancer, diabetes, BMI, height, smoking or alcohol intake. Moreover, we found no evidence of pair-wise SNP-SNP interactions. While these SNPs represent new independent risk factors for prostate cancer, we saw little evidence for effect modification by other SNPs or by the environmental factors examined.