HLA-L and cancer: In our study, the investigation of the genetic and epigenetic association between smoking and 15 site‐specific cancers revealed the mediating effect of smoking‐related aberrant methylation of CpG sites of cg06639488 (EFNA1), cg12101586 (CYP1A1), cg14142171 (HLA‐L) and cg07932199 (ATXN2) on increased risks of lung, colorectal, breast, cervix cancers, highlighting underlying epigenetic pathways of carcinogenesis.