HLA frequencies show widespread variation across human populations. Demographic factors as well as selection are thought to have shaped HLA variation across continents. In this study, a worldwide comparison of HLA class I and class II diversity was carried out. Multidimensional scaling techniques were applied to 50 HLA-A and HLA-B (class I) as well as 13 HLA-DRB1 (class II) first-field frequencies in 200 populations from all continents. Our results confirm a strong effect of geography on the distribution of HLA class I allele groups, with principal coordinates analysis closely resembling geographical location of populations, especially those of Africa-Eurasia. Conversely, class II frequencies stratify populations along a continuum of differentiation less clearly correlated to actual geographic location. Double clustering analysis revealed finer intra-continental sub-clusters (e.g., Northern and Western Europe vs. South East Europe, North Africa and Southwest Asia; South and East Africa vs. West Africa), and HLA allele group patterns characteristic of these clusters. Ancient (Austronesian expansion) and more recent (Romani people in Europe) migrations, as well as extreme differentiation (Taiwan indigenous peoples, Native Americans), and interregional gene flow (Sámi, Egyptians) are also reflected by the results. Barrier analysis comparing DST and geographic location identified genetic discontinuities caused by natural barriers or human behavior explaining inter and intra-continental HLA borders for class I and class II. Overall, a progressive reduction in HLA diversity from African to Oceanian and Native American populations is noted. This analysis of HLA frequencies in a unique set of worldwide populations confirms previous findings on the remarkable similarity of class I frequencies to geography, but also shows a more complex development for class II, with implications for both human evolutionary studies and biomedical research.