We study the complexity of the Hitting Set problem in set systems (hypergraphs) that avoid certain sub-structures. In particular, we characterize the classical and parameterized complexity of the problem when the Vapnik-Chervonenkis dimension (VC-dimension) of the input is small. VC-dimension is a natural measure of complexity of set systems. Several tractable instances of Hitting Set with a geometric or graph-theoretical flavor are known to have low VC-dimension. In set systems of bounded VC-dimension, Hitting Set is known to admit efficient and almost optimal approximation algorithms (Brönnimann and Goodrich, 1995; Even, Rawitz, and Shahar, 2005; Agarwal and Pan, 2014). In contrast to these approximation-results, a low VC-dimension does not necessarily imply tractability in the parameterized sense. In fact, we show that Hitting Set is W[1]-hard already on inputs with VC-dimension 2, even if the VC-dimension of the dual set system is also 2. Thus, Hitting Set is very unlikely to be fixed-parameter tractable even in this arguably simple case. This answers an open question raised by King in 2010. For set systems whose (primal or dual) VC-dimension is 1, we show that Hitting Set is solvable in polynomial time. To bridge the gap in complexity between the classes of inputs with VC-dimension 1 and 2, we use a measure that is more fine-grained than VC-dimension. In terms of this measure, we identify a sharp threshold where the complexity of Hitting Set transitions from polynomial-time-solvable to NP-hard. The tractable class that lies just under the threshold is a generalization of Edge Cover, and thus extends the domain of polynomial-time tractability of Hitting Set.