Knowledge of species responses to past environmental change provides a basis to predict and mitigate the outcomes of future environmental change. While paradigm studies of comparative phylogeography have surveyed dissimilar taxa as a means to identify generalities of species responses to past environmental change, the fact that such taxa are dissimilar also raises the chances that any shared patterns reflect coincident responses from different processes (‘phylogeographic convergence’). Here we advocate for and demonstrate the value of examining closely related, ecologically similar co‐distributed species in comparative phylogeographic studies aimed at inferring the environmental processes driving distributional change. Closely related species with similar environmental requirements represent valid phylogeographic replicates, meaning that shared historical distributional responses can more confidently be attributed to the operation of the same process (‘phylogeographic parallelism’).