Theory suggests that different taxa having colonized a similar, challenging environment will show parallel or lineage-specific adaptations to shared selection pressures, but empirical examples of parallel evolution in independent taxa are exceedingly rare. We employed comparative genomics to identify parallel and lineage-specific responses to selection within and among four species of North American sparrows that represent four independent, post-Pleistocene colonization events by an ancestral, upland subspecies and a derived salt marsh specialist. We identified multiple cases of parallel adaptation in these independent comparisons following salt marsh colonization, including selection on twelve candidate genes linked to osmoregulation. In addition to detecting shared genetic targets of selection across multiple comparisons, we found many novel, species-specific signatures of selection, including evidence of selection on loci associated with both physiological and behavioral mechanisms of osmoregulation. Demographic reconstructions of all four species highlighted their recent divergence and small effective population sizes, as expected given their rapid radiation into saline environments. Our results highlight the interplay of both shared and lineage-specific selection pressures in the colonization of a biotically and abiotically challenging habitat and confirm theoretical expectations that steep environmental clines can drive repeated and rapid evolutionary diversification in birds.