Genetic effects on gene regulation make a substantial contribution to phenotypic diversity, yet their mechanisms remain elusive. Here, we discuss the potential insights to be gained from mapping gene-environment interactions at regulatory polymorphisms (i.e., genetic variation that affects gene expression under specific environmental conditions). We highlight a novel statistical method to identify specific patterns of gene-environment interaction at these regulatory polymorphisms. Reviewing its application to a study that mapped gene expression in the presence and absence of glucocorticoids, we discuss the mechanistic insights that this approach provides.