Vitamin D deficiency is a candidate risk factor for a range of adverse health outcomes. In a genome-wide association study of 25 hydroxyvitamin D (25OHD) concentration in 417,580 Europeans we identify 143 independent loci in 112 1-Mb regions, providing insights into the physiology of vitamin D and implicating genes involved in lipid and lipoprotein metabolism, dermal tissue properties, and the sulphonation and glucuronidation of 25OHD. Mendelian randomization models find no robust evidence that 25OHD concentration has causal effects on candidate phenotypes (e.g. BMI, psychiatric disorders), but many phenotypes have (direct or indirect) causal effects on 25OHD concentration, clarifying the epidemiological relationship between 25OHD status and the health outcomes examined in this study.