The relative impact of selection on genetic variability in the genome is heavily debated. We address this question with extensive surveys of molecular diversity either in a quantitative approach using so-called “genome scans” of a large number of loci or with a focus on particular loci in a phylogenetic framework. We use mainly voles of the genus Microtus as a model system because of high levels of biological and molecular diversity in this group and documented evidence of adaptive processes. The very strong patterns of genetic differentiation among populations of some species offer an excellent study system to detect potential signals of balancing selection, which are very difficult to evidence in species with low genetic differentiation.