Speciation as a process remains a central focus of evolutionary biology, but our understanding of the genomic architecture and prevalence of speciation in the face of gene flow remains incomplete. The Anopheles gambiae species complex of malaria mosquitoes is a radiation of ecologically diverse taxa. This complex is well-suited for testing for evidence of a speciation continuum and genomic barriers to introgression because its members exhibit partially overlapping geographic distributions as well as varying levels of divergence and reproductive isolation. We sequenced 20 genomes from wild A. gambiae s.s., Anopheles coluzzii, Anopheles arabiensis, and compared these with 12 genomes from the "GOUNDRY" subgroup of A. gambiae s.l. Amidst a backdrop of strong reproductive isolation, we find strong evidence for a speciation continuum with introgression of autosomal chromosomal regions among species and subgroups. The X chromosome, however, is strongly differentiated among all taxa, pointing to a disproportionately large effect of X chromosome genes in driving speciation among anophelines. Strikingly, we find that autosomal introgression has occurred from contemporary hybridization between A. gambiae and A. arabiensis despite strong divergence (∼5× higher than autosomal divergence) and isolation on the X chromosome. In addition to the X, we find strong evidence that lowly recombining autosomal regions, especially pericentromeric regions, serve as barriers to introgression secondarily to the X. We show that speciation with gene flow results in genomic mosaicism of divergence and introgression. Such a reticulate gene pool connecting vector taxa across the speciation continuum has important implications for malaria control efforts.