Quaternary climate cycles played an important role in promoting diversification across the Northern Hemisphere, although details of the mechanisms driving evolutionary change are still poorly resolved. In a comparative phylogeographical framework, we investigate temporal, spatial and ecological components of evolution within a suite of Holarctic small mammals. We test a hypothesis of simultaneous divergence among multiple taxon pairs, investigating time to coalescence and demographic change for each taxon in response to a combination of climate and geography.