Sex chromosomes have evolved multiple times in many taxa. The recent explosion in the availability of whole genome sequences from a variety of organisms makes it possible to investigate sex chromosome evolution within and across genomes. Comparative genomic studies have shown that quite distant species may share fundamental properties of sex chromosome evolution, while very similar species can evolve unique sex chromosome systems. Furthermore, within-species genomic analyses can illuminate chromosome-wide sequence and expression polymorphisms. Here, we explore recent advances in the study of vertebrate sex chromosomes achieved using genomic analyses.