Lung cancer has several genetic associations identified within the major histocompatibility complex (MHC); although the basis for these associations remains elusive. Here, we analyze MHC genetic variation among 26,044 lung cancer patients and 20,836 controls densely genotyped across the MHC, using the Illumina Illumina OncoArray or Illumina 660W SNP microarray. We impute sequence variation in classical HLA genes, fine-map MHC associations for lung cancer risk with major histologies and compare results between ethnicities. Independent and novel associations within HLA genes are identified in Europeans including amino acids in the HLA-B*0801 peptide binding groove and an independent HLA-DQB1*06 loci group. In Asians, associations are driven by two independent HLA allele sets that both increase risk in HLA-DQB1*0401 and HLA-DRB1*0701; the latter better represented by the amino acid Ala-104. These results implicate several HLA–tumor peptide interactions as the major MHC factor modulating lung cancer susceptibility.