Human leukocyte antigen (HLA) genes confer substantial risk for autoimmune diseases on a log-additive scale. Here we speculated that differences in autoantigen-binding repertoires between a heterozygote's two expressed HLA variants might result in additional non-additive risk effects. We tested the non-additive disease contributions of classical HLA alleles in patients and matched controls for five common autoimmune diseases: rheumatoid arthritis (ncases = 5,337), type 1 diabetes (T1D; ncases = 5,567), psoriasis vulgaris (ncases = 3,089), idiopathic achalasia (ncases = 727) and celiac disease (ncases = 11,115). In four of the five diseases, we observed highly significant, non-additive dominance effects (rheumatoid arthritis, P = 2.5 × 10-12; T1D, P = 2.4 × 10-10; psoriasis, P = 5.9 × 10-6; celiac disease, P = 1.2 × 10-87). In three of these diseases, the non-additive dominance effects were explained by interactions between specific classical HLA alleles (rheumatoid arthritis, P = 1.8 × 10-3; T1D, P = 8.6 × 10-27; celiac disease, P = 6.0 × 10-100). These interactions generally increased disease risk and explained moderate but significant fractions of phenotypic variance (rheumatoid arthritis, 1.4%; T1D, 4.0%; celiac disease, 4.1%) beyond a simple additive model.