Polymorphism in coding regions and regions controlling gene expression is the major determinant of adaptive differences in natural populations. Genes of the major histocompatibility complex (MHC) possess a high level of genetic variation, which is maintained by selection over long coalescence times. MHC genes encode antigen-presenting molecules in the adaptive immune system, which protects the host from infectious diseases. However, MHC molecules may also present self-peptides and for most autoimmune diseases there is a genetic factor associated with the MHC. MHC genes have been used to learn about the interplay of selection and historical population events. In domestic dogs and their progenitor, the wolf, I explored factors associated with domestication and breed formation and their influence not only on MHC coding regions but also on the haplotypic structure of the class II region. Polymorphism and strong selection was demonstrated in the proximal promoters of MHC genes in dogs and wolves. Hence, genetic variation associated with MHC gene expression may have at least equal importance for a well functioning immune system. Associations between promoter sequences and particular coding alleles suggested allele-specific expression patterns. SNP haplotypes of the MHC class II region revealed ancestral as well as convergent haplotypes, in which combinations of alleles are kept by selection. Interestingly, weaker allelic associations were found between different genes and between coding regions and promoters in dogs compared to wolves. Potentially, this could cause insufficient defense against infections and predispose dogs to autoimmune diseases. For example, I identified a site in the promoter region that showed a consistent difference between haplotypes conferring susceptibility and protection to diabetes in dogs, which should be investigated further. Furthermore, I investigated how selection and demographic changes associated with glacial and inter-glacial periods have affected MHC variation in European hedgehogs and extended the prevailing knowledge concerning their population history.