The phylogeography of three widespread Palearctic passerines were characterized in this dissertation based on sequence data from mitochondrial and nuclear genes, which were analyzed under a framework of the coalescence. The following questions were addressed: (1) does gene history reflect species history, (2) does natural selection on mitochondrial DNA (mtDNA) obscure phylogeographic inference, and (3) do the early stages of speciation reveal ecological niche divergence. In chapter one, phylogeographic histories based on mtDNA and 13 nuclear genes of Eurasian nuthatches (Sitta europaea) were compared to address an ongoing debate over the value of mtDNA in phylogeography. Both mtDNA and multilocus nuclear data recovered the same three clades. The results suggested that mtDNA is efficient in discovering phylogeographic pattern due to its fast coalescence rate; whereas, multiple (nuclear) genes are required to quantify process parameters such as effective population size, gene flow and divergence time. In chapter two, I devised novel methods based on coalescent simulations to discover whether natural selection has influenced the mitochondrial genome of two Old World flycatcher species (Ficedula parva and F. albicilla). The simulations were based on the estimated demographic history using 18 nuclear genes, which suggested that the two sister species diverged around three million years ago and that F. albicilla, but not F. parva, experienced a recent population expansion. My analyses showed that population bottlenecks alone could not fully explain the strikingly low variation in the mtDNA data, and I concluded that the mtDNA patterns were affected by natural selection. Thus, interpreting the phylogeographic history based solely on mtDNA can be misleading. Chapter three involved coalescence and simulation approaches based on mtDNA and a Z-linked gene to explore the early stages of evolutionary divergence in the common rosefinch (Carpodacus erythrinus). The third chapter also involved an assessment of ecological niche divergence and the results showed no evidence of ecological divergence at the early stages of diversification among three rosefinch lineages. This dissertation demonstrates that the incorporation of multiple genes, coalescence theory, and analytic approaches from other fields (e.g., ecological niche modeling) can provide fresh insights into phylogeographic history of species.