Major migration events in Holocene Eurasia have been characterized genetically at broad regional scales^1–4. However, insights into the population dynamics in the contact zones are hampered by a lack of ancient genomic data sampled at high spatiotemporal resolution^5–7. Here, to address this, we analysed shotgun-sequenced genomes from 100 skeletons spanning 7,300 years of the Mesolithic period, Neolithic period and Early Bronze Age in Denmark and integrated these with proxies for diet (¹³C and ¹⁵N content), mobility (⁸⁷Sr/⁸⁶Sr ratio) and vegetation cover (pollen). We observe that Danish Mesolithic individuals of the Maglemose, Kongemose and Ertebølle cultures form a distinct genetic cluster related to other Western European hunter-gatherers. Despite shifts in material culture they displayed genetic homogeneity from around 10,500 to 5,900 calibrated years before present, when Neolithic farmers with Anatolian-derived ancestry arrived. Although the Neolithic transition was delayed by more than a millennium relative to Central Europe, it was very abrupt and resulted in a population turnover with limited genetic contribution from local hunter-gatherers. The succeeding Neolithic population, associated with the Funnel Beaker culture, persisted for only about 1,000 years before immigrants with eastern Steppe-derived ancestry arrived. This second and equally rapid population replacement gave rise to the Single Grave culture with an ancestry profile more similar to present-day Danes. In our multiproxy dataset, these major demographic events are manifested as parallel shifts in genotype, phenotype, diet and land use.