Due to the complexity of genotype–phenotype relationships, simultaneous analyses of genomic associations with multiple traits will be more powerful and informative than a series of univariate analyses. However, in most cases, studies of genotype–phenotype relationships have been analyzed only one trait at a time. Here, we report the results of a fully integrated multivariate genome-wide association analysis of the shape of the Drosophila melanogaster wing in the Drosophila Genetic Reference Panel. Genotypic effects on wing shape were highly correlated between two different laboratories. We found 2396 significant SNPs using a 5% false discovery rate cutoff in the multivariate analyses, but just four significant SNPs in univariate analyses of scores on the first 20 principal component axes. One quarter of these initially significant SNPs retain their effects in regularized models that take into account population structure and linkage disequilibrium. A key advantage of multivariate analysis is that the direction of the estimated phenotypic effect is much more informative than a univariate one. We exploit this fact to show that the effects of knockdowns of genes implicated in the initial screen were on average more similar than expected under a null model. A subset of SNP effects were replicable in an unrelated panel of inbred lines. Association studies that take a phenomic approach, considering many traits simultaneously, are an important complement to the power of genomics.