Multi-locus nuclear DNA data were used to delimit species of fringe-toed lizards of the Uma notata complex, which are specialized for living in wind-blown sand habitats in the deserts of southwestern North America, and to infer whether Quaternary glacial cycles or Tertiary geological events were important in shaping the historical biogeography of this group. We analyzed ten nuclear loci collected using Sanger sequencing and genome-wide sequence/single-nucleotide polymorphism (SNP) data collected using restriction-associated DNA (RAD) sequencing. A combination of species discovery methods (concatenated phylogenies, parametric and non-parametric clustering algorithms) and species validation approaches (coalescent-based species tree/isolation-with-migration models) were used to delimit species, infer phylogenetic relationships, and to estimate effective population sizes, migration rates, and speciation times. Uma notata, U. inornata, U. cowlesi, and an undescribed species from Mohawk Dunes, Arizona (U. sp.) were supported as distinct in the concatenated analyses and by clustering algorithms, and all operational taxonomic units were decisively supported as distinct species by ranking hierarchical nested speciation models with Bayes factors based on coalescent-based species tree methods. However, significant unidirectional gene flow (2NM>1) from U. cowlesi and U. notata into U. rufopunctata was detected under the isolation-with-migration model. Therefore, we conservatively delimit four species-level lineages within this complex (U. inornata, U. notata, U. cowlesi, and U. sp.), treating U. rufopunctata as a hybrid population (U. notata×cowlesi). Both concatenated and coalescent-based estimates of speciation times support the hypotheses that speciation within the complex occurred during the late Pleistocene, and that the geological evolution of the Colorado River delta during this period was an important process shaping the observed phylogeographic patterns.