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Phylogenetic analysis of genomic data allows insights into the evolutionary history of pathogens, especially the events leading to host switching and diversification, as well as alterations of the life cycle (life-history traits). Hundreds, perhaps thousands, of malaria parasite species exploit squamate reptiles, birds, and mammals as vertebrate hosts as well as many genera of dipteran vectors, but the evolutionary and ecological events that led to this diversification and success remain unresolved. For a century, systematic parasitologists classified malaria parasites into genera based on morphology, life cycle, and vertebrate and insect host taxa. Molecular systematic studies based on single genes challenged the phylogenetic significance of these characters, but several significant nodes were not well supported. We recovered the first well resolved large phylogeny of Plasmodium and related haemosporidian parasites using sequence data for four genes from the parasites' three genomes by combining all data, correcting for variable rates of substitution by gene and site, and using both Bayesian and maximum parsimony analyses. Major clades are associated with vector shifts into different dipteran families, with other characters used in traditional parasitological studies, such as morphology and life-history traits, having variable phylogenetic significance. The common parasites of birds now placed into the genus Haemoproteus are found in two divergent clades, and the genus Plasmodium is paraphyletic with respect to Hepatocystis, a group of species with very different life history and morphology. The Plasmodium of mammal hosts form a well supported clade (including Plasmodium falciparum, the most important human malaria parasite), and this clade is associated with specialization to Anopheles mosquito vectors. The Plasmodium of birds and squamate reptiles all fall within a single clade, with evidence for repeated switching between birds and squamate hosts.