Our understanding of the scale and complexity of gene regulation has grown with the ever-increasing size and diversity of eQTL studies. This study represents one of the most powerful eQTL studies yet for its combination of sample size, exon-level expression data and multiregional sampling. We have taken advantage of these features to substantially increase the number of brain-related eQTL signals and to reveal and provide functional insight into their exon-specific and regional-specific heterogeneity. Using these data, we show that eQTL signals in human brain are frequent, widespread and complex both in terms of their effects on individual genes and across the human brain. We show that an appreciation of this complexity can provide insights into the basic processes underlying gene regulation in human brain and, perhaps most significantly, the interpretation of disease-associated loci. For close to 10% of known GWAS hits, we provide cis-eQTL evidence for a role in gene regulation, in many cases in previously unlooked-for targets such as ones across a recombination hotspot boundary. These signals will aid the functional characterization of these GWAS hits.