Both ornaments and weapons of sexual selection frequently exhibit prolific interspecific diversity of form. Yet, most studies of this diversity have focused on ornaments involved with female mate choice, rather than on the weapons of male competition. With few exceptions, the mechanisms of divergence in weapon morphology remain largely unexplored. Here, we characterize the evolutionary radiation of one type of weapon: beetle horns. We use partial sequences from four nuclear and three mitochondrial genes to develop a phylogenetic hypothesis for a worldwide sample of 48 species from the dung beetle genus Onthophagus (Coleoptera: Scarabaeidae). We then use these data to test for multiple evolutionary origins of horns and to characterize the evolutionary radiation of horns. Although our limited sampling of one of the world's most species-rich genera almost certainly underestimates the number of evolutionary events, our phylogeny reveals prolific evolutionary lability of these exaggerated sexually selected weapons (more than 25 separate gains and losses of five different horn types). We discuss these results in the context of the natural history of these beetles and explore ways that sexual selection and ecology may have interacted to generate this extraordinary diversity of weapon morphology.