The purported migrations that have formed the peoples of Britain have been the focus of generations of scholarly controversy. However, this has not benefited from direct analyses of ancient genomes. Here we report nine ancient genomes (~1 ×) of individuals from northern Britain: seven from a Roman era York cemetery, bookended by earlier Iron-Age and later Anglo-Saxon burials. Six of the Roman genomes show affinity with modern British Celtic populations, particularly Welsh, but significantly diverge from populations from Yorkshire and other eastern English samples. They also show similarity with the earlier Iron-Age genome, suggesting population continuity, but differ from the later Anglo-Saxon genome. This pattern concords with profound impact of migrations in the Anglo-Saxon period. Strikingly, one Roman skeleton shows a clear signal of exogenous origin, with affinities pointing towards the Middle East, confirming the cosmopolitan character of the Empire, even at its northernmost fringes.