With over 6,000 extant species, mammals have achieved extraordinary diversity over the last 60 million years in terms of their ecology, behaviour, size, and form. More than just a set of phenotypic differences however, this diversification is a series of processes occurring across multiple scales. One can evaluate diversity across taxonomic levels, looking at how species have changed deep in their evolutionary past, and within particular families or genera whose dynamics can vary even among close relatives. Diversification is also a function of geography, with species varying spatially at very large scales across the planet; at specific regions such as islands; or even at very fine scales, looking at variation between neighbouring environments. Finally, this is underpinned by the genetics of a given organism, operating from the level of differences in particular nucleotides, to the sequence and expression of genes, and to how this genetic material is arranged in physical space in the form of chromosomes. In this thesis, I explore the underlying processes of diversification in mammals at multiple scales. From whole orders to single subspecies; from deep time to the last 10,000 years; and from single SNPs to entire chromosomes; mammals have evolved an astonishing degree of diversity. By leveraging phylogenetic and population genetic methods, one can hope to develop a holistic understanding of the processes that underlie that diversity. I start with the beginning of the ``Age of Mammals'' - the Cretaceous-Paleogene (K-Pg) mass extinction, and use ancestral state reconstructions to show how it influenced substrate preferences in Mammalia. I then narrow the taxonomic focus to murine rodents and find pervasive patterns of conflict between the phylogenies of species and genes, termed gene tree discordance, suggesting introgression and incomplete lineage sorting have heavily shaped their evolution. The final three chapters focus on house mice, describing their ancestry, inbreeding, and population structure. In particular, chapters 4 and 5 are a study of chromosomal diversification in house mice, testing predictions about how systems of house mice with reduced karyotypes have evolved in the recent past.