The Southern African Human Genome Programme is a national initiative that aspires to unlock the unique genetic character of southern African populations for a better understanding of human genetic diversity. In this pilot study the Southern African Human Genome Programme characterizes the genomes of 24 individuals (8 Coloured and 16 black southeastern Bantu-speakers) using deep whole-genome sequencing. A total of ~16 million unique variants are identified. Despite the shallow time depth since divergence between the two main southeastern Bantu-speaking groups (Nguni and Sotho-Tswana), principal component analysis and structure analysis reveal significant (p < 10-6) differentiation, and FST analysis identifies regions with high divergence. The Coloured individuals show evidence of varying proportions of admixture with Khoesan, Bantu-speakers, Europeans, and populations from the Indian sub-continent. Whole-genome sequencing data reveal extensive genomic diversity, increasing our understanding of the complex and region-specific history of African populations and highlighting its potential impact on biomedical research and genetic susceptibility to disease.