The clinical use of genetic variation in the evaluation of cancer risk is expanding, and thus understanding how determinants of cancer susceptibility identified in one population can be applied to another is of growing importance. However there is considerable debate on the relevance of ethnic background in clinical genetics, reflecting both the significance and complexity of genetic heritage. We address this via a systematic review of reported associations with cancer risk for 82 markers in 68 studies across six different cancer types, comparing association results between ethnic groups and examining linkage disequilibrium between risk alleles and nearby genetic loci. We find that the relevance of ethnic background depends on the question. If asked whether the association of variants with disease risk is conserved across ethnic boundaries, we find that the answer is yes, the majority of markers show insignificant variability in association with cancer risk across ethnic groups. However if the question is whether a significant association between a variant and cancer risk is likely to reproduce, the answer is no, most markers do not validate in an ethnic group other than the discovery cohort's ancestry. This lack of reproducibility is not attributable to studies being inadequately populated due to low allele frequency in other ethnic groups. Instead, differences in local genomic structure between ethnic groups are associated with the strength of association with cancer risk and therefore confound interpretation of the implied physiologic association tracked by the disease allele. This suggest that a biological association for cancer risk alleles may be broadly consistent across ethnic boundaries, but reproduction of a clinical study in another ethnic group is uncommon, in part due to confounding genomic architecture. As clinical studies are increasingly performed globally this has important implications for how cancer risk stratifiers should be studied and employed.