The plains zebra (Equus quagga) is an ecologically important species of the African savannah. It is also one of the most numerous and widely distributed ungulates, and six subspecies have been described based on morphological variation. However, the within-species evolutionary processes have been difficult to resolve due to its high mobility and a lack of consensus regarding the population structure. We obtained genome-wide DNA polymorphism data from more than 167,000 loci for 59 plains zebras from across the species range, encompassing all recognized extant subspecies, as well as three mountain zebras (Equus zebra) and three Grevy's zebras (Equus grevyi). Surprisingly, the population genetic structure does not mirror the morphology-based subspecies delineation, underlining the dangers of basing management units exclusively on morphological variation. We use demographic modelling to provide insights into the past phylogeography of the species. The results identify a southern African location as the most likely source region from which all extant populations expanded around 370,000 years ago. We show evidence for inclusion of the extinct and phenotypically divergent quagga (Equus quagga quagga) in the plains zebra variation and reveal that it was less divergent from the other subspecies than the northernmost (Ugandan) extant population.