Fine-scale genetic variation between human populations is interesting as a signature of historical demographic events and because of its potential for confounding disease studies. We use haplotype-based statistical methods to analyse genome-wide single nucleotide polymorphism (SNP) data from a carefully chosen geographically diverse sample of 2,039 individuals from the United Kingdom. This reveals a rich and detailed pattern of genetic differentiation with remarkable concordance between genetic clusters and geography. The regional genetic differentiation and differing patterns of shared ancestry with 6,209 individuals from across Europe carry clear signals of historical demographic events. We estimate the genetic contribution to southeastern England from Anglo-Saxon migrations to be under half, and identify the regions not carrying genetic material from these migrations. We suggest significant pre-Roman but post-Mesolithic movement into southeastern England from continental Europe, and show that in non-Saxon parts of the United Kingdom, there exist genetically differentiated subgroups rather than a general `Celtic' population.