Parasitism is a common symbiotic interaction across diverse natural systems. Using a comparative evolutionary approach, we investigated the contributions of both host phylogeny and abiotic factors toward diversification of phylogenetically independent endoparasites that inhabit essentially the same physical space. We tested for host-parasite and parasite-parasite phylogenetic concordance in western North American chipmunks (Rodentia: Sciuridae) and two distantly related species of pinworms (Nematoda: Oxyurida). Deep structure in molecular phylogenies revealed signals of host-associated divergence in both parasite species, while shallower phylogeographic structure varied between the two parasites. This suggests that although these parasites experienced similar landscapes and cyclic climate processes, temporally distinctive diversification events were associated with differences in the initiation of their association with host lineages. When climate cycles initiate diversification, partially congruent, but asynchronous, host-associated parasite phylogenies may emerge.