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In the 21st century, phylogeography has experienced dramatic growth in the data and methods used by the field. Insect (more generally, hexapod) phylogeography has contributed to major advances and many of the influential papers included hexapods as model systems. In this literature review, we: (i) highlight recent phylogeographic work in hexapod systems, and (ii) identify broader trends and critical future steps in the field. We include a summary of useful methodological approaches and identify the methods used to approach different questions asked in phylogeographic studies. An updated summary of the applications that phylogeography has contributed to the field of entomology, including spatial studies, conservation, systematics, pest control, and invasive species, is included to highlight vital work in the field. Special attention is devoted to investigations which seek to use multi-species data to understand community ecological and evolutionary processes. Finally, we overview the main challenges, opportunities, and emerging areas, highlighting the “phylogeographic shortfall” that exists between the number of described hexapod species vs. the number of species that have been the focus of phylogeographic investigation.