Levels of genetic differentiation between populations can be highly variable across the genome, with divergent selection contributing to such heterogeneous genomic divergence. For example, loci under divergent selection and those tightly physically linked to them may exhibit stronger differentiation than neutral regions with weak or no linkage to such loci. Divergent selection can also increase genome-wide neutral differentiation by reducing gene flow (e.g. by causing ecological speciation), thus promoting divergence via the stochastic effects of genetic drift. These consequences of divergent selection are being reported in recently accumulating studies that identify: (i) 'outlier loci' with higher levels of divergence than expected under neutrality, and (ii) a positive association between the degree of adaptive phenotypic divergence and levels of molecular genetic differentiation across population pairs ['isolation by adaptation' (IBA)]. The latter pattern arises because as adaptive divergence increases, gene flow is reduced (thereby promoting drift) and genetic hitchhiking increased. Here, we review and integrate these previously disconnected concepts and literatures. We find that studies generally report 5-10% of loci to be outliers. These selected regions were often dispersed across the genome, commonly exhibited replicated divergence across different population pairs, and could sometimes be associated with specific ecological variables. IBA was not infrequently observed, even at neutral loci putatively unlinked to those under divergent selection. Overall, we conclude that divergent selection makes diverse contributions to heterogeneous genomic divergence. Nonetheless, the number, size, and distribution of genomic regions affected by selection varied substantially among studies, leading us to discuss the potential role of divergent selection in the growth of regions of differentiation (i.e. genomic islands of divergence), a topic in need of future investigation.