Species of the Bos genus, including taurine cattle, zebu, gayal, gaur, banteng, yak, wisent and bison, have been domesticated at least four times and have been an important source of meat, milk and power for many human cultures. We sequence the genomes of gayal, gaur, banteng, wisent and bison, and provide population genomic sequencing of an additional 98 individuals. We use these data to determine the phylogeny and evolutionary history of these species and show that the threatened gayal is an independent species or subspecies. We show that there has been pronounced introgression among different members of this genus, and that it in many cases has involved genes of considerable adaptive importance. For example, genes under domestication selection in cattle (for example, MITF) were introgressed from domestic cattle to yak. Also, genes in the response-to-hypoxia pathway (for example, EGLN1, EGLN2 and HIF3a) have been introgressed from yak to Tibetan cattle, probably facilitating their adaptation to high altitude. We also validate that there is an association between the introgressed EGLN1 allele and haemoglobin and red blood cell concentration. Our results illustrate the importance of introgression as a source of adaptive variation and during domestication, and suggest that the Bos genus evolves as a complex of genetically interconnected species with shared evolutionary trajectories.