I first read about this in one of the earlier papers on European genetic structure where they mention: "a north/south gradient in the incidence of autoimmune diseases has been noted for several continents," and give a reference to this paper which, if I remember correctly, shows differences in incidence of various diseases across Europe and discusses the potential tradeoff between pathogen resistance and auto-immune disorders.
Dan at Genetic Future points out a recent study where they find that the same genetic factors contribute to both celiac disease and type I diabetes (both auto-immune disorders). The study also finds that those with the delta-32 variant of CCR5 (protective of HIV infection) have a lower risk of type I diabetes and celiac disease.
These findings beg the questions: Given the distribution of these diseases across Europe, shouldn't they have controlled for ancestry stratification?, and more generally: Is there a unifying phenotype that can be measured which maps to the underlying factor contributing to all these auto-immune diseases? Why is this phenotype seemingly more prevalent among Northern Europeans? Is there some kind of tradeoff between between pathogen resistance and auto-immune "disorders"?
I must say I'm still unclear about the evidence, if any, for this tradeoff.