AbstractQuaternary climate change has been strongly linked to distributional shifts and recent species diversification. Montane species, in particular, have experienced enhanced isolation and rapid genetic divergence during glacial fluctuations, and these processes have resulted in a disproportionate number of neo‐endemic species forming in high‐elevation habitats. In temperate montane environments, a general model of alpine population history is well supported, where cold‐specialized species track favourable climate conditions downslope during glacial episodes and upslope during warmer interglacial periods, which leads to a climate‐driven population or species diversification pump. However, it remains unclear how geography mediates distributional changes and whether certain episodes of glacial history have differentially impacted rates of diversification. We address these questions by examining phylogenomic data in a North American clade of flightless, cold‐specialized insects, the ice crawlers (Insecta: Grylloblattodea: Grylloblattidae: Grylloblatta). These low‐vagility organisms have the potential to reveal highly localized refugia and patterns of spatial recolonization, as well as a longer history of in situ diversification. Using continuous phylogeographic analysis of species groups, we show that all species tend to retreat to nearby low‐elevation habitats across western North America during episodes of glaciation, but species at high latitude exhibit larger distributional shifts. Lineage diversification was examined over the course of the Neogene and Quaternary periods, with statistical analysis supporting a direct association between climate variation and diversification rate. Major increases in lineage diversification appear to be correlated with warm and dry periods, rather than with extreme glacial events. Finally, we identify substantial cryptic diversity among ice crawlers, leading to high endemism across their range. This diversity provides new insights into highly localized glacial refugia for cold‐specialized species across western North America.