The current attrition of biodiversity extends beyond loss of species and unique populations to steady loss of a vast genomic diversity that remains largely undescribed. Yet the accelerating development of new techniques allows us to survey entire genomes ever faster and cheaper, to obtain robust samples from a diversity of sources including degraded DNA and residual DNA in the environment, and to address conservation efforts in new and innovative ways. Here we review recent studies that highlight the importance of carefully considering where to prioritize collection of genetic samples (e.g., organisms in rapidly changing landscapes or along edges of geographic ranges) and what samples to collect and archive (e.g., from individuals of little-known subspecies or populations, even of species not currently considered endangered). Those decisions will provide the sample infrastructure to detect the disappearance of certain genotypes or gene complexes, increases in inbreeding levels, and loss of genomic diversity as environmental conditions change. Obtaining samples from currently endangered, protected, and rare species can be particularly difficult, thus we also focus on studies that use new, non-invasive ways of obtaining genomic samples and analyzing them in these cases where other sampling options are highly constrained. Finally, biological collections archiving such samples face an inherent contradiction: their main goal is to preserve biological material in good shape so it can be used for scientific research for centuries to come, yet the technologies that can make use of such materials are advancing faster than collections can change their standardized practices. Thus, we also discuss current and potential new practices in biological collections that might bolster their usefulness for future biodiversity conservation research.