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Abstract Background The scientific literature contains many examples where DNA sequence analyses have been used to provide definitive answers to phylogenetic problems that traditional (non-DNA based) approaches alone have failed to resolve. One notable example concerns the rhinoceroses, a group for which several contradictory phylogenies were proposed on the basis of morphology, then apparently resolved using mitochondrial DNA fragments. Results In this study we report the first complete mitochondrial genome sequences of the extinct ice-age woolly rhinoceros (Coelodonta antiquitatis), and the threatened Javan (Rhinoceros sondaicus), Sumatran (Dicerorhinus sumatrensis), and black (Diceros bicornis) rhinoceroses. In combination with the previously published mitochondrial genomes of the white (Ceratotherium simum) and Indian (Rhinoceros unicornis) rhinoceroses, this data set putatively enables reconstruction of the rhinoceros phylogeny. While the six species cluster into three strongly supported sister-pairings: (i) The black/white, (ii) the woolly/Sumatran, and (iii) the Javan/Indian, resolution of the higher-level relationships has no statistical support. The phylogenetic signal from individual genes is highly diffuse, with mixed topological support from different genes. Furthermore, the choice of outgroup (horse vs tapir) has considerable effect on reconstruction of the phylogeny. The lack of resolution is suggestive of a hard polytomy at the base of crown-group Rhinocerotidae, and this is supported by an investigation of the relative branch lengths. Conclusion Satisfactory resolution of the rhinoceros phylogeny may not be achievable without additional analyses of substantial amounts of nuclear DNA. This study provides a compelling demonstration that, in spite of substantial sequence length, there are significant limitations with single-locus phylogenetics. We expect further examples of this to appear as next-generation, large-scale sequencing of complete mitochondrial genomes becomes commonplace in evolutionary studies. "The human factor in classification is nowhere more evident than in dealing with this superfamily (Rhinocerotoidea)." G. G. Simpson (1945)