Genome-wide scans of genetic variation can potentially provide detailed information on how modern humans colonized the world but require new methods of analysis. We introduce a statistical approach that uses Single Nucleotide Polymorphism (SNP) data to identify sharing of chromosomal segments between populations and uses the pattern of sharing to reconstruct a detailed colonization scenario. We apply our model to the SNP data for the 53 populations of the Human Genome Diversity Project described in Conrad et al. (Nature Genetics 38,1251-60, 2006). Our results are consistent with the consensus view of a single "Out-of-Africa" bottleneck and serial dilution of diversity during global colonization, including a prominent East Asian bottleneck. They also suggest novel details including: (1) the most northerly East Asian population in the sample (Yakut) has received a significant genetic contribution from the ancestors of the most northerly European one (Orcadian). (2) Native North [corrected] Americans have received ancestry from a source closely related to modern North-East Asians (Mongolians and Oroquen) that is distinct from the sources for native South [corrected] Americans, implying multiple waves of migration into the Americas. A detailed depiction of the peopling of the world is available in animated form.