Understanding the interplay between genetic drift, natural selection, gene flow, and demographic history in driving phenotypic and genomic differentiation of insular populations can help us gain insight into the speciation process. Comparing patterns across different insular taxa subjected to similar selective pressures upon colonizing oceanic islands provides the opportunity to study repeated evolution and identify shared patterns in their genomic landscapes of differentiation. We selected four species of passerine birds (Common Chaffinch Fringilla coelebs/canariensis, Red-billed Chough Pyrrhocorax pyrrhocorax, House Finch Haemorhous mexicanus and Dark-eyed/island Junco Junco hyemalis/insularis) that have both mainland and insular populations. Changes in body size between island and mainland populations were consistent with the island rule. For each species, we sequenced whole genomes from mainland and insular individuals to infer their demographic history, characterize their genomic differentiation, and identify the factors shaping them. We estimated the relative (Fst) and absolute (dxy) differentiation, nucleotide diversity (π), Tajima’s D, gene density and recombination rate. We also searched for selective sweeps and chromosomal inversions along the genome. All species shared a marked reduction in effective population size (Ne) upon island colonization. We found diverse patterns of differentiated genomic regions relative to the genome average in all four species, suggesting the role of selection in island-mainland differentiation, yet the lack of congruence in the location of these regions indicates that each species evolved differently in insular environments. Our results suggest that the genomic mechanisms involved in the divergence upon island colonization—such as chromosomal inversions, and historical factors like recurrent selection—differ in each species, despite the highly conserved structure of avian genomes and the similar selective factors involved. These differences are likely influenced by factors such as genetic drift, the polygenic nature of fitness traits and the action of case-specific selective pressures.