Recent advances in high-throughput sequencing technologies have revolutionized the field of population genetics. Data now routinely contain genomic level polymorphism information, and the low cost of DNA sequencing enables researchers to investigate tens of thousands of subjects at a time. This provides an unprecedented opportunity to address fundamental evolutionary questions, while posing challenges on traditional population genetic theories and methods. This review provides an overview of the recent methodological developments in the field of population genetics, specifically methods used to infer ancient population history and investigate natural selection using large-sample, large-scale genetic data. Several open questions are also discussed at the end of the review.