In the search for an understanding of how genetic variation contributes to the heritability of common human disease, the potential role of epigenetic factors, such as methylation, is being explored with increasing frequency. Although standard analyses test for associations between methylation levels at individual cytosine-phosphate-guanine (CpG) sites and phenotypes of interest, some investigators have begun testing for methylation and how methylation may modulate the effects of genetic polymorphisms on phenotypes. In our analysis, we used both a genome-wide and candidate gene approach to investigate potential single-nucleotide polymorphism (SNP)-CpG interactions on changes in triglyceride levels. Although we were able to identify numerous loci of interest when using an exploratory significance threshold, we did not identify any significant interactions using a strict genome-wide significance threshold. We were also able to identify numerous loci using the candidate gene approach, in which we focused on 18 genes with prior evidence of association of triglyceride levels. In particular, we identified GALNT2 loci as containing potential CpG sites that moderate the impact of genetic polymorphisms on triglyceride levels. Further work is needed to provide clear guidance on analytic strategies for testing SNP-CpG interactions, although leveraging prior biological understanding may be needed to improve statistical power in data sets with smaller sample sizes.