The evolutionary relationships between extinct and extant lineages provide important insight into species' response to environmental change. The grey wolf is among the few Holarctic large carnivores that survived the Late Pleistocene megafaunal extinctions, responding to that period's profound environmental changes with loss of distinct lineages and phylogeographic shifts, and undergoing domestication. We reconstructed global genome-wide phylogeographic patterns in modern wolves, including previously underrepresented Siberian wolves, and assessed their evolutionary relationships with a previously genotyped wolf from Taimyr, Siberia, dated at 35 Kya. The inferred phylogeographic structure was affected by admixture with dogs, coyotes and golden jackals, stressing the importance of accounting for this process in phylogeographic studies. The Taimyr lineage was distinct from modern Siberian wolves and constituted a sister lineage of modern Eurasian wolves and domestic dogs, with an ambiguous position relative to North American wolves. We detected gene flow from the Taimyr lineage to Arctic dog breeds, but population clustering methods indicated closer similarity of the Taimyr wolf to modern wolves than dogs, implying complex post-divergence relationships among these lineages. Our study shows that introgression from ecologically diverse con-specific and con-generic populations was common in wolves' evolutionary history, and could have facilitated their adaptation to environmental change.