Wolbachia are maternally inherited bacteria that infect a large number of insects and are responsible for different reproductive alterations of their hosts. One of the key features of Wolbachia biology is its ability to move within and between host species, which contributes to the impressive diversity and range of infected hosts. Using multiple Wolbachia genes, including five developed for Multi-Locus Sequence Typing (MLST), the diversity and modes of movement of Wolbachia within the wasp genus Nasonia were investigated. Eleven different Wolbachia were found in the four species of Nasonia, including five newly identified infections. Five infections were acquired by horizontal transmission from other insect taxa, three have been acquired by hybridization between two Nasonia species, which resulted in a mitochondrial-Wolbachia sweep from one species to the other, and at least three have codiverged during speciation of their hosts. The results show that a variety of transfer mechanisms of Wolbachia are possible even within a single host genus. Codivergence of Wolbachia and their hosts is uncommon and provides a rare opportunity to investigate long-term Wolbachia evolution within a host lineage. Using synonymous divergence among codiverging infections and host nuclear genes, we estimate Wolbachia mutation rates to be approximately one-third that of the nuclear genome.