Instances in which natural selection maintains genetic variation in a population over millions of years are thought to be extremely rare. We conducted a genome-wide scan for long-lived balancing selection by looking for combinations of SNPs shared between humans and chimpanzees. In addition to the major histocompatibility complex, we identified 125 regions in which the same haplotypes are segregating in the two species, all but two of which are noncoding. In six cases, there is evidence for an ancestral polymorphism that persisted to the present in humans and chimpanzees. Regions with shared haplotypes are significantly enriched for membrane glycoproteins, and a similar trend is seen among shared coding polymorphisms. These findings indicate that ancient balancing selection has shaped human variation and point to genes involved in host-pathogen interactions as common targets.