Understanding the factors driving phenotypic and genomic differentiation of insular populations is of major interest to 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 parallel 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. 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 (F_ST) and absolute (d_xy) differentiation, nucleotide diversity (π), Tajima’s D, gene density and recombination rate. We also searched for selective sweeps and chromosomal inversions along the genome. Changes in body size between island and mainland were consistent with the island rule. All species shared a marked reduction in effective population size (N_e) upon island colonization. We found highly differentiated genomic regions 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 adapted to insular environments differently. Our results suggest that the genomic mechanisms involved, which include selective sweeps, 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.