Both environmental and genetic factors impact lipid traits. Environmental modifiers of known genotype-phenotype associations may account for some of the "missing heritability" of these traits. To identify such modifiers, we genotyped 23 lipid-associated variants identified previously through genome-wide association studies (GWAS) in 2,435 non-Hispanic white, 1,407 non-Hispanic black, and 1,734 Mexican-American samples collected for the National Health and Nutrition Examination Surveys (NHANES). Along with lipid levels, NHANES collected environmental variables, including fat-soluble macronutrient serum levels of vitamin A and E levels. As part of the Population Architecture using Genomics and Epidemiology (PAGE) study, we modeled gene-environment interactions between vitamin A or vitamin E and 23 variants previously associated with high-density lipoprotein cholesterol (HDL-C), low-density lipoprotein cholesterol (LDL-C), and triglyceride (TG) levels. We identified three SNP × vitamin A and six SNP × vitamin E interactions at a significance threshold of p < 2.2 × 10(-3). The most significant interaction was APOB rs693 × vitamin E (p = 8.9 × 10(-7)) for LDL-C levels among Mexican-Americans. The nine significant interaction models individually explained 0.35-1.61% of the variation in any one of the lipid traits. Our results suggest that vitamins A and E may modify known genotype-phenotype associations; however, these interactions account for only a fraction of the overall variability observed for HDL-C, LDL-C, and TG levels in the general population.