The ancestors of marine mammals once roamed the land and independently committed to an aquatic lifestyle. These macroevolutionary transitions have intrigued scientists for centuries. Here, we generated high-quality genome assemblies of 17 marine mammals (11 cetaceans and six pinnipeds), including eight assemblies at the chromosome level. Incorporating previously published data, we reconstructed the marine mammal phylogeny and population histories and identified numerous idiosyncratic and convergent genomic variations that possibly contributed to the transition from land to water in marine mammal lineages. Genes associated with the formation of blubber (NFIA), vascular development (SEMA3E), and heat production by brown adipose tissue (UCP1) had unique changes that may contribute to marine mammal thermoregulation. We also observed many lineage-specific changes in the marine mammals, including genes associated with deep diving and navigation. Our study advances understanding of the timing, pattern, and molecular changes associated with the evolution of mammalian lineages adapting to aquatic life.