The major histocompatibility complex (MHC) region on the short arm of chromosome 6 harbors the largest number of replicated associations across the human genome for a wide range of diseases, but the functional basis for these associations is still poorly understood. One fundamental challenge in fine-mapping associations to functional alleles is the enormous sequence diversity and broad linkage disequilibrium of the MHC, both of which hamper the cost-effective interrogation in large patient samples and the identification of causal variants. In this review, we argue that there is now a valuable opportunity to leverage existing genome-wide association study (GWAS) datasets for in-depth investigation to identify independent effects in the MHC. Application of imputation to GWAS data facilitates comprehensive interrogation of the classical human leukocyte antigen (HLA) loci. These datasets are, in many cases, sufficiently large to give investigators the ability to disentangle effects at different loci. We also explain how querying variation at individual amino acid positions for association can be powerful and expand traditional analyses that focus only on the classical HLA types.