Progress in understanding the genetics of nicotine dependence has advanced rapidly in recent years, with numerous replications of the association between non-synonymous polymorphism on the nicotinic receptor gene CHRNA5 (rs16969968 and highly correlated proxy SNPs) and nicotine dependence (Amos et al. 2008; Berrettini et al. 2008; Bierut et al. 2008; Grucza et al. 2008; Thorgeirsson et al. 2008; Weiss et al. 2008; Caporaso et al. 2009; Chen et al. 2009; Saccone et al. 2009; Wang et al. 2009). Additional promising findings have been identified through both genome-wide and large-scale candidate gene approaches (Bierut et al. 2007; Saccone et al. 2007; Caporaso et al. 2009). However, for both nicotine dependence in particular, and complex diseases in general, a paradox has emerged that discoveries to date explain only small portions of the variance for such phenotypes (Orr and Chanock 2008; Goldstein 2009; Hirschhorn 2009; Kraft and Hunter 2009). Factors invoked to explain the “missing heritability” include polygenic effects (very large numbers of polymorphisms having very small effects), undiscovered rare variants, copy-number variants that have yet to be systematically analyzed, and interactions among