Since their inception, genome-wide association studies (GWAS) have identified more than a hundred thousand single nucleotide polymorphism (SNP) loci that are associated with various complex human diseases or traits. The majority of GWAS discoveries are located in non-coding regions of the human genome and have unknown functions. The valley between non-coding GWAS discoveries and downstream affected genes hinders the investigation of complex disease mechanism and the utilization of human genetics for the improvement of clinical care. Meanwhile, advances in high-throughput sequencing technologies reveal important genomic regulatory roles that non-coding regions play in the transcriptional activities of genes. In this review, we focus on data integrative bioinformatics methods that combine GWAS with functional genomics knowledge to identify genetically regulated genes. We categorize and describe two types of data integrative methods. First, we describe fine-mapping methods. Fine-mapping is an exploratory approach that calibrates likely causal variants underneath GWAS signals. Fine-mapping methods connect GWAS signals to potentially causal genes through statistical methods and/or functional annotations. Second, we discuss gene-prioritization methods. These are hypothesis generating approaches that evaluate whether genetic variants regulate genes via certain genetic regulatory mechanisms to influence complex traits, including colocalization, mendelian randomization, and the transcriptome-wide association study (TWAS). TWAS is a gene-based association approach that investigates associations between genetically regulated gene expression and complex diseases or traits. TWAS has gained popularity over the years due to its ability to reduce multiple testing burden in comparison to other variant-based analytic approaches. Multiple types of TWAS methods have been developed with varied methodological designs and biological hypotheses over the past 5 years. We dive into discussions of how TWAS methods differ in many aspects and the challenges that different TWAS methods face. Overall, TWAS is a powerful tool for identifying complex trait-associated genes. With the advent of single-cell sequencing, chromosome conformation capture, gene editing technologies, and multiplexing reporter assays, we are expecting a more comprehensive understanding of genomic regulation and genetically regulated genes underlying complex human diseases and traits in the future.