Species divergence is typically thought to occur in the absence of gene flow, but many empirical studies are discovering that gene flow may be more pervasive during species formation. Although many examples of divergence with gene flow have been identified, few clades have been investigated in a comparative manner, and fewer have been studied using genome-wide sequence data. We contrast species divergence genetic histories across eight triplets of North American Sceloporus lizards using a maximum likelihood implementation of the isolation-migration (IM) model. Gene flow at the time of species divergence is modeled indirectly as variation in species divergence time across the genome or explicitly using a migration rate parameter. Likelihood ratio tests (LRTs) are used to test the null model of no gene flow at speciation against these two alternative gene flow models. We also use the Akaike information criterion to rank the models. Hundreds of loci are needed for the LRTs to have statistical power, and we use genome sequencing of reduced representation libraries to obtain DNA sequence alignments at many loci (between 340 and 3,478; mean = 1,678) for each triplet. We find that current species distributions are a poor predictor of whether a species pair diverged with gene flow. Interrogating the genome using the triplet method expedites the comparative study of species divergence history and the estimation of genetic parameters associated with speciation.