There are charismatic cases of gene flow between species, such as Neanderthals (see also Arun’s posts here and here), but the role of introgression in evolution remains poorly documented.
Recently diverged species have incomplete reproductive isolation and can hybridize. Rapid radiations can also lead to stochastic sorting of ancestral polymorphisms. Alleles shared through secondary contact of incomplete lineage sorting are difficult to distinguish, but new methods can tease apart these two processes if the correct branch order is known.
In a new paper in Science, Fontaine et al. (2015) describe the species branching order in the Anopheles gambiae complex.
The lineages that led to the principal human malarial vectors were the first to split and extensive autosomal introgression was likely adaptive.
Bidirectional introgressions across the genome between species probably contributed to their wide ecological flexibility and their vectorial capacity.