Lung, breast, prostate, and colorectal cancers are among the most common and fatal malignancies worldwide. They are mainly caused by multifactorial mechanisms and are genetically heterogeneous. We investigated the genetic architecture of these cancers through genome-wide association, pathway-based, and summary-based transcriptome-/methylome-wide association analyses using three independent cohorts. Our genome-wide association analyses identified the associations of 33 single-nucleotide polymorphisms (SNPs) at P < 5E - 06, of which 32 SNPs were not previously reported and did not have proxy variants within their ± 1 Mb flanking regions. Moreover, other polymorphisms mapped to their closest genes were not previously associated with the same cancers at P < 5E - 06. Our pathway enrichment analyses revealed associations of 32 pathways; mainly related to the immune system, DNA replication/transcription, and chromosomal organization; with the studied cancers. Also, 60 probes were associated with these cancers in our transcriptome-wide and methylome-wide analyses. The ± 1 Mb flanking regions of most probes had not attained P < 5E - 06 in genome-wide association studies. The genes corresponding to the significant probes can be considered as potential targets for further functional studies. Two genes (i.e., CDC14A and PMEL) demonstrated stronger evidence of associations with lung cancer as they had significant probes in both transcriptome-wide and methylome-wide association analyses. The novel cancer-associated SNPs and genes identified here would advance our understanding of the genetic heterogeneity of the common cancers.