Single-cell technologies measure unique cellular signatures but are typically limited to a single modality. Computational approaches allow the fusion of diverse single-cell data types, but their efficacy is difficult to validate in the absence of authentic multi-omic measurements. To comprehensively assess the molecular phenotypes of single cells, we devised single-nucleus methylcytosine, chromatin accessibility, and transcriptome sequencing (snmCAT-seq) and applied it to postmortem human frontal cortex tissue. We developed a cross-validation approach using multi-modal information to validate fine-grained cell types and assessed the effectiveness of computational data fusion methods. Correlation analysis in individual cells revealed distinct relations between methylation and gene expression. Our integrative approach enabled joint analyses of the methylome, transcriptome, chromatin accessibility, and conformation for 63 human cortical cell types. We reconstructed regulatory lineages for cortical cell populations and found specific enrichment of genetic risk for neuropsychiatric traits, enabling the prediction of cell types that are associated with diseases.