Delineating conservation units is a complex and often controversial process that is particularly challenging for highly vagile species. Here, we reassess population genetic structure and identify those populations of highest conservation value in the threatened snowy plover (Charadrius nivosus, Cassin, 1858), a partial migrant shorebird endemic to the Americas. We use four categories of genetic data—mitochondrial DNA (mtDNA), microsatellites, Z-linked and autosomal single nucleotide polymorphisms (SNPs)—to: (1) assess subspecies delineation and examine population structure (2) compare the sensitivity of the different types of genetic data to detect spatial genetic patterns, and (3) reconstruct demographic history of the populations analysed. Delineation of two traditionally recognised subspecies was broadly supported by all data. In addition, microsatellite and SNPs but not mtDNA supported the recognition of Caribbean snowy plovers (C. n. tenuirostris) and Floridian populations (eastern C. n. nivosus) as distinct genetic lineage and deme, respectively. Low migration rates estimated from autosomal SNPs (m < 0.03) reflect a general paucity of exchange between genetic lineages. In contrast, we detected strong unidirectional migration (m = 0.26) from the western into the eastern nivosus deme. Within western nivosus, we found no genetic differentiation between coastal Pacific and inland populations. The correlation between geographic and genetic distances was weak but significant for all genetic data sets. All demes showed signatures of bottlenecks occurring during the past 1000 years. We conclude that at least four snowy plover conservation units are warranted: in addition to subspecies nivosus and occidentalis, a third unit comprises the Caribbean tenuirostris lineage and a fourth unit the distinct eastern nivosus deme.