The major histocompatibility complex (MHC) is the most polymorphic genetic system known, playing a central role in the cellular immune response to pathogens. The relationship between the MHC of humans and non-human primates has increased our understanding of MHC evolution and how polymorphism of this gene family may have been generated. We will review MHC class I evolution in great apes and Old World and New World primates and discuss new data from the simian immunodeficiency virus/rhesus monkey animal model that demonstrate the role of MHC class I alleles in selecting for new populations of viruses. This suggests that certain pathogens co-evolve with the MHC class I molecules they encounter in a population.