Ecological variation and anthropogenic landscape modification have had key roles in the diversification and extinction of mammals in Madagascar. Lemurs represent a radiation with more than 100 species, constituting roughly one-fifth of the primate order. Almost all species of lemurs are threatened with extinction, but little is known about their genetic diversity and demographic history. Here, we analyse high-coverage genome-wide resequencing data from 162 unique individuals comprising 50 species of Lemuriformes, including multiple individuals from most species. Genomic diversity varies widely across the infraorder and yet is broadly consistent among individuals within species. We show widespread introgression in multiple genera and generally high levels of genomic diversity likely resulting from allele sharing that occurred during periods of connectivity and fragmentation during climatic shifts. We find distinct patterns of demographic history in lemurs across the ecogeographic regions of Madagascar within the last million years. Within the past 2,000 years, lemurs underwent major declines in effective population size that corresponded to the timing of human population expansion in Madagascar. In multiple regions of the island, we identified chronological trajectories of inbreeding that are consistent across genera and species, suggesting localized effects of human activity. Our results show how the extraordinary diversity of these long-neglected, endangered primates has been influenced by ecological and anthropogenic factors.