We generated genome-wide ancient DNA data from the Balearic Islands, Sicily, and Sardinia, increasing the number of individuals with reported data from 5 to 66. The oldest individual from the Balearic Islands (~2400 BCE) carried ancestry from Steppe pastoralists that likely derived from west-to-east migration from Iberia, while two later Balearic individuals had less. In Sicily, Steppe pastoralist ancestry arrived by ~2200 BCE in part from Iberia; Iranian-related ancestry arrived by the mid-second millennium BCE contemporary to its previously documented spread to the Aegean; and there was large-scale population replacement following the Bronze Age. In Sardinia, nearly all ancestry derived from the island’s early farmers until the first millennium BCE, with an exception of a third millennium BCE outlier who had primarily North African ancestry and who along with an approximately contemporary Iberian documents widespread Africa-to-Europe gene flow in the Chalcolithic. Major immigration into Sardinia began in the first millennium BCE and today no more than 56-62% of Sardinian ancestry is from its first farmers, which while the highest in Europe is lower than previous estimates, thus highlighting how Sardinia—like every other region in Europe—has been a stage for major movement and mixtures of people.