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Characterizing the multifaceted contribution of genetic and epigenetic factors to disease phenotypes is a major challenge in human genetics and medicine. We carried out high-resolution genetic, epigenetic, and transcriptomic profiling in three major human immune cell types (CD14$^{+}$ monocytes, CD16$^{+}$ neutrophils, and naive CD4$^{+}$ T cells) from up to 197 individuals. We assess, quantitatively, the relative contribution of $\textit{cis}$-genetic and epigenetic factors to transcription and evaluate their impact as potential sources of confounding in epigenome-wide association studies. Further, we characterize highly coordinated genetic effects on gene expression, methylation, and histone variation through quantitative trait locus (QTL) mapping and allele-specific (AS) analyses. Finally, we demonstrate colocalization of molecular trait QTLs at 345 unique immune disease loci. This expansive, high-resolution atlas of multi-omics changes yields insights into cell-type-specific correlation between diverse genomic inputs, more generalizable correlations between these inputs, and defines molecular events that may underpin complex disease risk. ; This work was predominantly funded by the EU FP7 High Impact Project BLUEPRINT (HEALTH-F5-2011-282510) and the Canadian Institutes of Health Research (CIHR EP1-120608). The research leading to these results has received funding from the European Union's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 282510 (BLUEPRINT), the European Molecular Biology Laboratory, the Max Planck society, the Spanish Ministry of Economy and Competitiveness, 'Centro de Excelencia Severo Ochoa 2013-2017', SEV-2012-0208 and Spanish National Bioinformatics Institute (INB-ISCIII) PT13/0001/0021 co-funded by FEDER ""Una Manera de hacer Europa". D.G. is supported by a "la Caixa"-Severo Ochoa pre-doctoral fellowship, M.F. was supported by the BHF Cambridge Centre of Excellence [RE/13/6/30180], K.D. is funded as a HSST trainee by NHS Health Education England, S.E. is supported by a fellowship from La Caixa, V.P. is supported by a FEBS long-term fellowship and N.S.'s research is supported by the Wellcome Trust (Grant Codes WT098051 and WT091310), the EU FP7 (EPIGENESYS Grant Code 257082 and BLUEPRINT Grant Code HEALTH-F5-2011-282510) and the NIHR BRC. The Blood and Transplant Unit (BTRU) in Donor Health and Genomics is part of and funded by the National Institute for Health Research (NIHR) and is a partnership between the University of Cambridge and NHS Blood and Transplant (NHSBT) in collaboration with the University of Oxford and the Wellcome Trust Sanger Institute. The T-cell data was produced by the McGill Epigenomics Mapping Centre (EMC McGill). It is funded under the Canadian Epigenetics, Environment, and Health Research Consortium (CEEHRC) by the Canadian Institutes of Health Research and by Genome Quebec (CIHR EP1-120608), with additional support from Genome Canada and FRSQ. T.P. holds a Canada Research Chair.