We describe aspects of genetic diversity in several ethnic populations of the Caucasus Mountains of Daghestan using mitochondrial DNA sequences and a sample of 100 polymorphic Alu insertion loci. The mitochondrial DNA (mtDNA) sequences are like those of Europe. Principal coordinates and nearest neighbor statistics show that there is little detectable structure in the distances among populations computed from mtDNA. The Alu frequencies of the Caucasus populations suggest that they have undergone more genetic drift than most other groups since the dispersal of modern humans. Genetic differences among these populations are not large; instead, they are of the same order as distances among populations of Europe. We compare two methods of inference about the demography of ancient colonizing populations from Africa, one based on conventional FST statistics and one based on mean Alu insertion frequencies. The two approaches agree reasonably well if we assume that there was demographic growth in Africa before the diaspora of ancestors of contemporary regional human groups outside Africa.