The genes of the major histocompatibility complex (MHC) are an important component of the vertebrate immune system and can provide insights into the role of pathogen-mediated selection in wild populations. Here, we examined variation at the MHC class II peptide-binding region in 27 populations of sockeye salmon (Oncorhynchus nerka), distributed among three distinct spawning ecotypes, from a complex of interconnected rivers and lakes in south-western Alaska. We also obtained genotypes from 90 putatively neutral single nucleotide polymorphisms for each population to compare the relative roles of demography and selection in shaping the observed MHC variation. We found that MHC divergence was generally partitioned by spawning ecotype (lake beaches, rivers and streams) and was 30 times greater than variation at neutral markers. Additionally, we observed substantial differences in modes of selection and diversity among ecotypes, with beach populations displaying higher levels of directional selection and lower MHC diversity than the other two ecotypes. Finally, the level of MHC differentiation in our study system was comparable to that observed over much larger geographic ranges, suggesting that MHC variation does not necessarily increase with increasing spatial scale and may instead be driven by fine-scale differences in pathogen communities or pathogen virulence. The low levels of neutral structure and spatial proximity of populations in our study system indicate that MHC differentiation can be maintained through strong selective pressure even when ample opportunities for gene flow exist.