The traditional way of identifying targets of adaptive evolution has been to study a few loci that one hypothesizes a priori to have been under selection. This approach is complicated because of the confounding effects that population demographic history and selection have on patterns of DNA sequence variation. In principle, multilocus analyses can facilitate robust inferences of selection at individual loci. The deluge of large-scale catalogs of genetic variation has stimulated many genome-wide scans for positive selection in several species. Here, we review some of the salient observations of these studies, identify important challenges ahead, consider the limitations of genome-wide scans for selection and discuss the potential significance of a comprehensive understanding of genomic patterns of selection for disease-related research.