Comparative studies of genomic differentiation among independent lineages can provide insights into aspects of the speciation process, such as the relative importance of selection and drift in shaping genomic landscapes, the role of genomic regions of high differentiation, and the prevalence of convergent molecular evolution. We investigated patterns of genetic diversity and divergence in stonechats (genus Saxicola), a widely distributed avian species complex with phenotypic variation in plumage, morphology, and migratory behavior, to ask whether similar genomic regions are important in the evolution of independent, but closely related, taxa. We used whole-genome pooled sequencing of 262 individuals from 5 taxa and found that patterns of genetic diversity and divergence are highly similar among different stonechat taxa. We then asked if these patterns remain correlated at deeper evolutionary scales and found that homologous genomic regions have become differentiated in stonechats and the closely related Ficedula flycatchers. Such correlation across a range of evolutionary divergence and among phylogenetically independent comparisons suggests that similar processes may be driving the differentiation of these independently evolving lineages, which in turn may be the result of intrinsic properties of particular genomic regions (e.g., areas of low recombination). Consequently, studies employing genome scans to search for areas important in reproductive isolation should account for corresponding regions of differentiation, as these regions may not necessarily represent speciation islands or facilitate local adaptation.