The demographic history of most species is complex, with multiple evolutionary processes combining to shape the observed patterns of genetic diversity. To infer this history, the discipline of phylogeography has (to date) used models that simplify the historical demography of the focal organism, for example by assuming or ignoring ongoing gene flow between populations or by requiring a priori specification of divergence history. Since no single model incorporates every possible evolutionary process, researchers rely on intuition to choose the models that they use to analyze their data. Here, we describe an approximate likelihood approach that reduces this reliance on intuition. PHRAPL allows users to calculate the probability of a large number of complex demographic histories given a set of gene trees, enabling them to identify the most likely underlying model and estimate parameters for a given system. Available model parameters include coalescence time among populations or species, gene flow, and population size. We describe the method and test its performance in model selection and parameter estimation using simulated data. We also compare model probabilities estimated using our approximate likelihood method to those obtained using standard analytical likelihood. The method performs well under a wide range of scenarios, although this is sometimes contingent on sampling many loci. In most scenarios, as long as there are enough loci and if divergence among populations is sufficiently deep, PHRAPL can return the true model in nearly all simulated replicates. Parameter estimates from the method are also generally accurate in most cases. PHRAPL is a valuable new method for phylogeographic model selection and will be particularly useful as a tool to more extensively explore demographic model space than is typically done or to estimate parameters for complex models that are not readily implemented using current methods. Estimating relevant parameters using the most appropriate demographic model can help to sharpen our understanding of the evolutionary processes giving rise to phylogeographic patterns.