In genome-wide association studies (GWAS) for complex diseases, the association between a SNP and each phenotype is usually weak. Combining multiple related phenotypic traits can increase the power of gene search and thus is a practically important area that requires methodology work. This study provides a comprehensive review of existing methods for conducting GWAS on complex diseases with multiple phenotypes including the multivariate analysis of variance (MANOVA), the principal component analysis (PCA), the generalizing estimating equations (GEE), the trait-based association test involving the extended Simes procedure (TATES), and the classical Fisher combination test. We propose a new method that relaxes the unrealistic independence assumption of the classical Fisher combination test and is computationally efficient. To demonstrate applications of the proposed method, we also present the results of statistical analysis on the Study of Addiction: Genetics and Environment (SAGE) data.