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$\mathrm{<mrow\; data-mjx-texclass="ORD">+</mrow>}$ monocytes, CD16$\mathrm{<mrow\; data-mjx-texclass="ORD">+</mrow>}$ neutrophils, and naive CD4$\mathrm{<mrow\; data-mjx-texclass="ORD">+</mrow>}$ T cells) from up to 197 individuals. We assess, quantitatively, the relative contribution of $cis$-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.