Reconstruction of the demographic and evolutionary history of populations assuming a consensus tree‐like relationship can mask more complex scenarios, which are prevalent in nature. An emerging genomic toolset, which has been most comprehensively harnessed in the reconstruction of human evolutionary history, enables molecular ecologists to elucidate complex population histories. Killer whales have limited extrinsic barriers to dispersal and have radiated globally, and are therefore a good candidate model for the application of such tools. Here, we analyse a global data set of killer whale genomes in a rare attempt to elucidate global population structure in a nonhuman species. We identify a pattern of genetic homogenisation at lower latitudes and the greatest differentiation at high latitudes, even between currently sympatric lineages. The processes underlying the major axis of structure include high drift at the edge of species' range, likely associated with founder effects and allelic surfing during postglacial range expansion. Divergence between Antarctic and non‐Antarctic lineages is further driven by ancestry segments with up to four‐fold older coalescence time than the genome‐wide average; relicts of a previous vicariance during an earlier glacial cycle. Our study further underpins that episodic gene flow is ubiquitous in natural populations, and can occur across great distances and after substantial periods of isolation between populations. Thus, understanding the evolutionary history of a species requires comprehensive geographic sampling and genome‐wide data to sample the variation in ancestry within individuals.