Osteoporosis, characterized by low bone mineral density (BMD), is the most common complex disease affecting bone and constitutes a major societal health problem. Genome-wide association studies (GWASs) have identified over 1100 associations influencing BMD. It has been shown that perturbations to long non-coding RNAs (lncRNAs) influence BMD and the activities of bone cells; however, the extent to which lncRNAs are involved in the genetic regulation of BMD is unknown. Here, we combined the analysis of allelic imbalance (AI) in human acetabular bone fragments with a transcriptome-wide association study (TWAS) and expression quantitative trait loci (eQTL) colocalization analysis using data from the Genotype-Tissue Expression (GTEx) project to identify lncRNAs potentially responsible for GWAS associations. We identified 27 lncRNAs in bone that are located in proximity to a BMD GWAS association and harbor SNPs demonstrating AI. Using GTEx data we identified an additional 31 lncRNAs whose expression was associated (FDR correction<0.05) with BMD through TWAS and had a colocalizing eQTL (regional colocalization probability (RCP)>0.1). The 58 lncRNAs are located in 43 BMD associations. To further support a causal role for the identified lncRNAs, we show that 23 of the 58 lncRNAs are differentially expressed as a function of osteoblast differentiation. Our approach identifies lncRNAs that are potentially responsible for BMD GWAS associations and suggest that lncRNAs play a role in the genetics of osteoporosis.