Producing complete and accurate alignments of multiple genomic sequences is complex and prone to errors, especially with sequences generated from highly diverged species. In this article, we show that multi-sequence (as opposed to pair-wise) alignment methods are substantially better at aligning (or 'capturing') all of the available orthologous sequence from phylogenetically diverse vertebrates (i.e. those separated by relatively long branch lengths). Maximum gains are obtained only when sequences from many species are aligned. Such multi-sequence alignments contain significant amounts of exonic and highly conserved non-exonic sequences that are not captured in pair-wise alignments, thus illustrating the importance of the alignment method used for performing comparative genome analyses.