Identifying genetic variants with pleiotropic associations can uncover common pathways influencing multiple cancers. We took a two-staged approach to conduct genome-wide association studies for lung, ovary, breast, prostate and colorectal cancer from the GAME-ON/GECCO Network (61,851 cases, 61,820 controls) to identify pleiotropic loci. Findings were replicated in independent association studies (55,789 cases, 330,490 controls). We identified a novel pleiotropic association at 1q22 involving breast and lung squamous cell carcinoma, with eQTL analysis showing an association with ADAM15/THBS3 gene expression in lung. We also identified a known breast cancer locus CASP8/ALS2CR12 associated with prostate cancer, a known cancer locus at CDKN2B-AS1 with different variants associated with lung adenocarcinoma and prostate cancer and confirmed the associations of a breast BRCA2 locus with lung and serous ovarian cancer. This is the largest study to date examining pleiotropy across multiple cancer-associated loci, identifying common mechanisms of cancer development and progression.