Species vary in abundance and heterogeneity of spatial distribution, and the ecological and evolutionary consequences of such variability are poorly known. Evolutionary adaptation to heterogeneously distributed resources may arise from local adaptation with individuals of such locally adapted populations rarely dispersing long distances and hence having small populations and small overall ranges. We quantified mean population density and spatial heterogeneity in population density of 197 bird species across 12 similarly sized regions in the Western Palearctic. Variance in population density among regions differed significantly from a Poisson distribution, suggesting that random processes cannot explain the observed patterns. National estimates of means and variances in population density were positively correlated with continental estimates, suggesting that means and variances were maintained across spatial scales. We used Morisita's index of population abundance as an estimate of heterogeneity in distribution among regions to test a number of predictions. Heterogeneously distributed passerine bird species as reflected by Morisita's index had small populations, low population densities, and small breeding ranges. Their breeding populations had been consistently maintained at low levels for considerable periods of time, because the degree of genetic variation in a subsample of non‐passerines and passerines was significantly negatively related to heterogeneity in distribution. Heterogeneously distributed passerine species were not more often habitat specialists than homogeneously distributed species. Furthermore, heterogeneously distributed passerine species had high annual adult survival rates but did not differ in annual fecundity from homogeneously distributed species. Heterogeneously distributed passerine species rarely colonized urban habitats. Finally, homogeneously distributed bird species were hosts to a greater diversity of blood parasite species than heterogeneously distributed species. In conclusion, small breeding ranges, population sizes, and population densities of heterogeneously distributed passerine bird species, combined with their low degree of genetic variability, and their inability to colonize urban areas may render such species particularly susceptible to human‐influenced global climatic changes.