Pigmentation of the skin, hair, and eyes varies both within and between human populations. Identifying the genes and alleles underlying this variation has been the goal of many candidate gene and several genome-wide association studies (GWAS). Most GWAS for pigmentary traits to date have been based on subjective phenotypes using categorical scales. But skin, hair, and eye pigmentation vary continuously. Here, we seek to characterize quantitative variation in these traits objectively and accurately and to determine their genetic basis. Objective and quantitative measures of skin, hair, and eye color were made using reflectance or digital spectroscopy in Europeans from Ireland, Poland, Italy, and Portugal. A GWAS was conducted for the three quantitative pigmentation phenotypes in 176 women across 313,763 SNP loci, and replication of the most significant associations was attempted in a sample of 294 European men and women from the same countries. We find that the pigmentation phenotypes are highly stratified along axes of European genetic differentiation. The country of sampling explains approximately 35% of the variation in skin pigmentation, 31% of the variation in hair pigmentation, and 40% of the variation in eye pigmentation. All three quantitative phenotypes are correlated with each other. In our two-stage association study, we reproduce the association of rs1667394 at the OCA2/HERC2 locus with eye color but we do not identify new genetic determinants of skin and hair pigmentation supporting the lack of major genes affecting skin and hair color variation within Europe and suggesting that not only careful phenotyping but also larger cohorts are required to understand the genetic architecture of these complex quantitative traits. Interestingly, we also see that in each of these four populations, men are more lightly pigmented in the unexposed skin of the inner arm than women, a fact that is underappreciated and may vary across the world.