The major histocompatibility complex (MHC) region is strongly associated with multiple sclerosis (MS) susceptibility. HLA-DRB1*15:01 has the strongest effect, and several other alleles have been reported at different levels of validation. Using SNP data from genome-wide studies, we imputed and tested classical alleles and amino acid polymorphisms in 8 classical human leukocyte antigen (HLA) genes in 5,091 cases and 9,595 controls. We identified 11 statistically independent effects overall: 6 HLA-DRB1 and one DPB1 alleles in class II, one HLA-A and two B alleles in class I, and one signal in a region spanning from MICB to LST1. This genomic segment does not contain any HLA class I or II genes and provides robust evidence for the involvement of a non-HLA risk allele within the MHC. Interestingly, this region contains the TNF gene, the cognate ligand of the well-validated TNFRSF1A MS susceptibility gene. The classical HLA effects can be explained to some extent by polymorphic amino acid positions in the peptide-binding grooves. This study dissects the independent effects in the MHC, a critical region for MS susceptibility that harbors multiple risk alleles.