Major histocompatibility complex (MHC) molecules play a central role in the immune response and in the recognition of non-self. Found in all jawed vertebrate species, including zebrafish and other teleosts, MHC genes are considered the most polymorphic of all genes. In this review we focus on the multi-faceted diversity of zebrafish MHC class I genes, which are classified into three sequence lineages: U, Z, and L. We examine the polygenic, polymorphic, and haplotypic diversity of the zebrafish MHC class I genes, discussing known and postulated functional differences between the different class I lineages. In addition, we provide the first comprehensive nomenclature for the L lineage genes in zebrafish, encompassing at least 15 genes, and characterize their sequence properties. Finally, we discuss how recent findings have shed new light on the remarkably diverse MHC loci of this species.