The evidence supporting an association between traffic-related air pollution exposure and incident childhood asthma is inconsistent and may depend on genetic factors. To identify gene-environment interaction effects on childhood asthma using genome-wide single-nucleotide polymorphism (SNP) data and air pollution exposure. Identified loci were further analyzed at epigenetic and transcriptomic levels. We used land use regression models to estimate individual air pollution exposure (represented by outdoor NO levels) at the birth address and performed a genome-wide interaction study for doctors' diagnoses of asthma up to 8 years in three European birth cohorts (n = 1,534) with look-up for interaction in two separate North American cohorts, CHS (Children's Health Study) and CAPPS/SAGE (Canadian Asthma Primary Prevention Study/Study of Asthma, Genetics and Environment) (n = 1,602 and 186 subjects, respectively). We assessed expression quantitative trait locus effects in human lung specimens and blood, as well as associations among air pollution exposure, methylation, and transcriptomic patterns. In the European cohorts, 186 SNPs had an interaction P < 1 × 10 and a look-up evaluation of these disclosed 8 SNPs in 4 loci, with an interaction P < 0.05 in the large CHS study, but not in CAPPS/SAGE. Three SNPs within adenylate cyclase 2 (ADCY2) showed the same direction of the interaction effect and were found to influence ADCY2 gene expression in peripheral blood (P = 4.50 × 10 ). One other SNP with P < 0.05 for interaction in CHS, rs686237, strongly influenced UDP-Gal:betaGlcNAc β-1,4-galactosyltransferase, polypeptide 5 (B4GALT5) expression in lung tissue (P = 1.18 × 10 ). Air pollution exposure was associated with differential discs, large homolog 2 (DLG2) methylation and expression. Our results indicated that gene-environment interactions are important for asthma development and provided supportive evidence for interaction with air pollution for ADCY2, B4GALT5, and DLG2.