With rapid advances in sequencing technologies, we are undergoing a paradigm shift from hypothesis- to data-driven research. Genome-wide profiling efforts have given informative insights into biological processes; however, considering the wealth of variation, the major challenge still remains in their meaningful interpretation. In particular sequence variation in non-coding contexts is often challenging to interpret. Here, data integration approaches for the identification of functional genetic variability represent a possible solution. Exemplary, functional linkage analysis integrating genotype and expression data determined regulatory quantitative trait loci and proposed causal relationships. In addition to gene expression, epigenetic regulation and specifically DNA methylation was established as highly valuable surrogate mark for functional variance of the genetic code. Epigenetic modification has served as powerful mediator trait to elucidate mechanisms forming phenotypes in health and disease. Particularly, integrative studies of genetic and DNA methylation data have been able to guide interpretation strategies of risk genotypes, but also proved their value for physiological traits, such as natural human variation and aging. This Review seeks to illustrate the power of data integration in the genomic era exemplified by DNA methylation quantitative trait loci. However, the model is further extendable to virtually all traceable molecular traits.