The genomes of contemporary humans contain considerable information about the history of our species. Although the general contours of human evolutionary history have been defined with increasing resolution throughout the past several decades, the continuing deluge of massively large sequencing data sets presents new opportunities and challenges for understanding human evolutionary history. Here, we review the signatures that demographic history imparts on patterns of DNA sequence variation, statistical methods that have been developed to leverage information contained in genome-scale data sets and insights gleaned from these studies. We also discuss the importance of using exploratory analyses to assess data quality, the strengths and limitations of commonly used population genomics methods, and factors that confound population genomics inferences.