Low body mass index (BMI) is a well-established risk factor for fracture in postmenopausal women. Height and obesity have also been associated with increased fracture risk at some sites. We investigated the relationships of weight, BMI, and height with incident clinical fracture in a practice-based cohort of postmenopausal women participating in the Global Longitudinal study of Osteoporosis in Women (GLOW). Data were collected at baseline and 1, 2, and 3 years. For hip, spine, wrist, pelvis, rib, upper arm/shoulder, clavicle, ankle, lower leg, and upper leg fractures, we modeled the time to incident self-reported fracture over a 3-year period using the Cox proportional hazards model and fitted the best linear or non-linear models containing height, weight, and BMI. Of 52,939 women, 3628 (6.9%) reported an incident clinical fracture during the 3-year follow-up period. Linear BMI showed a significant inverse association with hip, clinical spine, and wrist fractures: adjusted hazard ratios (HRs) (95% confidence intervals [CIs]) per increase of 5 kg/m² were 0.80 (0.71–0.90), 0.83 (0.76–0.92), and 0.88 (0.83–0.94), respectively (all p < 0.001). For ankle fractures, linear weight showed a significant positive association: adjusted HR per 5-kg increase 1.05 (1.02–1.07) (p < 0.001). For upper arm/shoulder and clavicle fractures, only linear height was significantly associated: adjusted HRs per 10-cm increase were 0.85 (0.75–0.97) (p = 0.02) and 0.73 (0.57–0.92) (p = 0.009), respectively. For pelvic and rib fractures, the best models were for non-linear BMI or weight (p = 0.05 and 0.03, respectively), with inverse associations at low BMI/body weight and positive associations at high values. These data demonstrate that the relationships between fracture and weight, BMI, and height are site-specific. The different associations may be mediated, at least in part, by effects on bone mineral density, bone structure and geometry, and patterns of falling.