In the past 50 years, variants in the major histocompatibility complex (MHC) locus, also known as the human leukocyte antigen (HLA), have been reported as major risk factors for complex diseases. Recent advances, including large genetic screens, imputation, and analyses of non-additive and epistatic effects, have contributed to a better understanding of the shared and specific roles of MHC variants in different diseases. We review these advances and discuss the relationships between MHC variants involved in autoimmune and infectious diseases. Further work in this area will help to distinguish between alternative hypotheses for the role of pathogens in autoimmune disease development.