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The human leukocyte antigen (HLA) locus plays a critical role in complex traits spanning autoimmune and infectious diseases, transplantation and cancer. While coding variation in HLA genes has been extensively documented, regulatory genetic variation modulating HLA expression levels has not been comprehensively investigated. Here we mapped expression quantitative trait loci (eQTLs) for classical HLA genes across 1,073 individuals and 1,131,414 single cells from three tissues. To mitigate technical confounding, we developed scHLApers, a pipeline to accurately quantify single-cell HLA expression using personalized reference genomes. We identified cell-type-specific cis-eQTLs for every classical HLA gene. Modeling eQTLs at single-cell resolution revealed that many eQTL effects are dynamic across cell states even within a cell type. HLA-DQ genes exhibit particularly cell-state-dependent effects within myeloid, B and T cells. For example, a T cell HLA-DQA1 eQTL ( rs3104371 ) is strongest in cytotoxic cells. Dynamic HLA regulation may underlie important interindividual variability in immune responses.