Genomes retain records of demographic changes and evolutionary forces that shape species and populations. Remnant populations of African buffalo (Syncerus caffer) in South Africa, with varied histories, provide an opportunity to investigate signatures left in their genomes by past events, both recent and ancient. Here, we produce 40 low coverage (7.14×) genome sequences of Cape buffalo (S. c. caffer) from four protected areas in South Africa. Genome-wide heterozygosity was the highest for any mammal for which these data are available, while differences in individual inbreeding coefficients reflected the severity of historical bottlenecks and current census sizes in each population. PSMC analysis revealed multiple changes in Ne between approximately one million and 20 thousand years ago, corresponding to paleoclimatic changes and Cape buffalo colonisation of southern Africa. The results of this study have implications for buffalo management and conservation, particularly in the context of the predicted increase in aridity and temperature in southern Africa over the next century as a result of climate change.