We investigated association between HLA class I and class II alleles and haplotypes, and KIR loci and their HLA class I ligands, with multiple sclerosis (MS) in 412 European American MS patients and 419 ethnically matched controls, using next-generation sequencing. The DRB1*15:01~DQB1*06:02 haplotype was highly predisposing (odds ratio (OR) = 3.98; 95% confidence interval (CI) = 3-5.31; p-value (p) = 2.22E-16), as was DRB1*03:01~DQB1*02:01 (OR = 1.63; CI = 1.19-2.24; p = 1.41E-03). Hardy-Weinberg (HW) analysis in MS patients revealed a significant DRB1*03:01~DQB1*02:01 homozyote excess (15 observed; 8.6 expected; p = 0.016). The OR for this genotype (5.27; CI = 1.47-28.52; p = 0.0036) suggests a recessive MS risk model. Controls displayed no HW deviations. The C*03:04~B*40:01 haplotype (OR = 0.27; CI = 0.14-0.51; p = 6.76E-06) was highly protective for MS, especially in haplotypes with A*02:01 (OR = 0.15; CI = 0.04-0.45; p = 6.51E-05). By itself, A*02:01 is moderately protective, (OR = 0.69; CI = 0.54-0.87; p = 1.46E-03), and haplotypes of A*02:01 with the HLA-B Thr80 Bw4 variant (Bw4T) more so (OR = 0.53; CI = 0.35-0.78; p = 7.55E-04). Protective associations with the Bw4 KIR ligand resulted from linkage disequilibrium (LD) with DRB1*15:01, but the Bw4T variant was protective (OR = 0.64; CI = 0.49-0.82; p = 3.37-04) independent of LD with DRB1*15:01. The Bw4I variant was not associated with MS. Overall, we find specific class I HLA polymorphisms to be protective for MS, independent of the strong predisposition conferred by DRB1*15:01.