Recently, hidden Markov models have been applied to numerous problems in genomics. Here, we introduce an explicit population genetics hidden Markov model (popGenHMM) that uses single nucleotide polymorphism (SNP) frequency data to identify genomic regions that have experienced recent selection. Our popGenHMM assumes that SNP frequencies are emitted independently following diffusion approximation expectations but that neighboring SNP frequencies are partially correlated by selective state. We give results from the training and application of our popGenHMM to a set of early release data from the Drosophila Population Genomics Project (dpgp.org) that consists of approximately 7.8 Mb of resequencing from 32 North American Drosophila melanogaster lines. These results demonstrate the potential utility of our model, making predictions based on the site frequency spectrum (SFS) for regions of the genome that represent selected elements.