Association studies have greatly refined the understanding of how variation within the human leukocyte antigen (HLA) genes influences risk of multiple sclerosis. However, the extent to which major effects are modulated by interactions is poorly characterized. We analyzed high-density SNP data on 17,465 cases and 30,385 controls from 11 cohorts of European ancestry, in combination with imputation of classical HLA alleles, to build a high-resolution map of HLA genetic risk and assess the evidence for interactions involving classical HLA alleles. Among new and previously identified class II risk alleles (HLA-DRB1*15:01, HLA-DRB1*13:03, HLA-DRB1*03:01, HLA-DRB1*08:01 and HLA-DQB1*03:02) and class I protective alleles (HLA-A*02:01, HLA-B*44:02, HLA-B*38:01 and HLA-B*55:01), we find evidence for two interactions involving pairs of class II alleles: HLA-DQA1*01:01-HLA-DRB1*15:01 and HLA-DQB1*03:01-HLA-DQB1*03:02. We find no evidence for interactions between classical HLA alleles and non-HLA risk-associated variants and estimate a minimal effect of polygenic epistasis in modulating major risk alleles.