Given the importance of Africa to studies of human origins and disease susceptibility, detailed characterization of African genetic diversity is needed. The African Genome Variation Project provides a resource with which to design, implement and interpret genomic studies in sub-Saharan Africa and worldwide. The African Genome Variation Project represents dense genotypes from 1,481 individuals and whole-genome sequences from 320 individuals across sub-Saharan Africa. Using this resource, we find novel evidence of complex, regionally distinct hunter-gatherer and Eurasian admixture across sub-Saharan Africa. We identify new loci under selection, including loci related to malaria susceptibility and hypertension. We show that modern imputation panels (sets of reference genotypes from which unobserved or missing genotypes in study sets can be inferred) can identify association signals at highly differentiated loci across populations in sub-Saharan Africa. Using whole-genome sequencing, we demonstrate further improvements in imputation accuracy, strengthening the case for large-scale sequencing efforts of diverse African haplotypes. Finally, we present an efficient genotype array design capturing common genetic variation in Africa.