Multiple sclerosis (MS) is a complex disease of the central nervous system of unknown etiology. The human leukocyte antigen (HLA) locus on chromosome 6 confers a considerable part of the susceptibility to MS, and the most important factor is the class II allele HLA-DRB1*15:01. In addition, we and others have previously established a protective effect of HLA-A*02. Here, we genotyped 1,784 patients and 1,660 healthy controls from Scandinavia for the HLA-A, HLA-B, HLA-C and HLA-DRB1 genes and investigated their effects on MS risk by logistic regression. Several allele groups were found to exert effects independently of DRB1*15 and A*02, in particular DRB1*01 (OR = 0.82, p = 0.034) and B*12 (including B*44/45, OR = 0.76, p = 0.0028), confirming previous reports. Furthermore, we observed interaction between allele groups: DRB1*15 and DRB1*01 (multiplicative: OR = 0.54, p = 0.0041; additive: AP = 0.47, p = 4 × 10(-06)), DRB1*15 and C*12 (multiplicative: OR = 0.37, p = 0.00035; additive: AP = 0.58, p = 2.6 × 10(-05)), indicating that the effect size of these allele groups varies when taking DRB1*15 into account. Analysis of inferred haplotypes showed that almost all DRB1*15 bearing haplotypes were risk haplotypes, and that all A*02 bearing haplotypes were protective as long as they did not carry DRB1*15. In contrast, we found one class I haplotype, carrying A*02-C*05-B*12, which abolished the risk of DRB1*15. In conclusion, these results confirms a complex role of HLA class I and II genes that goes beyond DRB1*15 and A*02, in particular by including all three classical HLA class I genes as well as functional interactions between DRB1*15 and several alleles of DRB1 and class I genes.