Neuropsychiatric and substance use disorders (NPSUDs) have a complex etiology that includes environmental and polygenic risk factors with significant cross-trait genetic correlations. Genome-wide association studies (GWAS) of NPSUDs yield numerous association signals. However, for most of these regions, we do not yet have a firm understanding of either the specific risk variants or the effects of these variants. Post-GWAS methods allow researchers to use GWAS summary statistics and molecular mediators (transcript, protein, and methylation abundances) infer the effect of these mediators on risk for disorders. One group of post-GWAS approaches is commonly referred to as transcriptome/proteome/methylome-wide association studies, which are abbreviated as T/P/MWAS (or collectively as XWAS). Since these approaches use biological mediators, the multiple testing burden is reduced to the number of genes (∼20,000) instead of millions of GWAS SNPs, which leads to increased signal detection. In this work, our aim is to uncover likely risk genes for NPSUDs by performing XWAS analyses in two tissues—blood and brain. First, to identify putative causal risk genes, we performed an XWAS using the Summary-data-based Mendelian randomization, which uses GWAS summary statistics, reference xQTL data, and a reference LD panel. Second, given the large comorbidities among NPSUDs and the shared cis-xQTLs between blood and the brain, we improved XWAS signal detection for underpowered analyses by performing joint concordance analyses between XWAS results i) across the two tissues and ii) across NPSUDs. All XWAS signals i) were adjusted for heterogeneity in dependent instruments (HEIDI) (non-causality)p-values and ii) used to test for pathway enrichment. The results suggest that there were widely shared gene/protein signals within the major histocompatibility complex region on chromosome 6 (BTN3A2andC4A) and elsewhere in the genome (FURIN, NEK4, RERE,andZDHHC5). The identification of putative molecular genes and pathways underlying risk may offer new targets for therapeutic development. Our study revealed an enrichment of XWAS signals in vitamin D and omega-3 gene sets. So, including vitamin D and omega-3 in treatment plans may have a modest but beneficial effect on patients with bipolar disorder.