Morphological variation in natural populations is a genomic test bed for studying the interface between molecular evolution and population genetics, but some of the most interesting questions involve non-model organisms that lack well annotated reference genomes. Many felid species exhibit polymorphism for melanism but the relative roles played by genetic drift, natural selection, and interspecies hybridization remain uncertain. We identify mutations of Agouti signaling protein (ASIP) or the Melanocortin 1 receptor (MC1R) as independent causes of melanism in three closely related South American species: the pampas cat (Leopardus colocolo), the kodkod (Leopardus guigna), and Geoffroy's cat (Leopardus geoffroyi). To assess population level variation in the regions surrounding the causative mutations we apply genomic resources from the domestic cat to carry out clone-based capture and targeted resequencing of 299 kb and 251 kb segments that contain ASIP and MC1R, respectively, from 54 individuals (13-21 per species), achieving enrichment of ~500-2500-fold and ~150x coverage. Our analysis points to unique evolutionary histories for each of the three species, with a strong selective sweep in the pampas cat, a distinctive but short melanism-specific haplotype in the Geoffroy's cat, and reduced nucleotide diversity for both ancestral and melanism-bearing chromosomes in the kodkod. These results reveal an important role for natural selection in a trait of longstanding interest to ecologists, geneticists, and the lay community, and provide a platform for comparative studies of morphological variation in other natural populations.