Many sequence variants have additive effects on blood lipid levels and, through that, on the risk of coronary artery disease (CAD). We show that variants also have non-additive effects and interact to affect lipid levels as well as affecting variance and correlations. Variance and correlation effects are often signatures of epistasis or gene-environmental interactions. These complex effects can translate into CAD risk. For example, Trp154Ter in FUT2 protects against CAD among subjects with the A1 blood group, whereas it associates with greater risk of CAD in others. His48Arg in ADH1B interacts with alcohol consumption to affect lipid levels and CAD. The effect of variants in TM6SF2 on blood lipids is greatest among those who never eat oily fish but absent from those who often do. This work demonstrates that variants that affect variance of quantitative traits can allow for the discovery of epistasis and interactions of variants with the environment.