Background: Understanding the genetic contribution to phenotype variation of human groups is necessary to elucidate differences in disease predisposition and response to pharmaceutical treatments in different human populations. Methodology/Principal Findings: We have investigated the genome-wide profile of structural variation on pooled samples from the three populations studied in the HapMap project by comparative genome hybridization (CGH) in different array platforms. We have identified and experimentally validated 33 genomic loci that show significant copy number differences from one population to the other. Interestingly, we found an enrichment of genes related to environment adaptation (immune response, lipid metabolism and extracellular space) within these regions and the study of expression data revealed that more than half of the copy number variants (CNVs) translate into gene-expression differences among populations, suggesting that they could have functional consequences. In addition, the identification of single nucleotide polymorphisms (SNPs) that are in linkage disequilibrium with the copy number alleles allowed us to detect evidences of population differentiation and recent selection at the nucleotide variation level. Conclusions: Overall, our results provide a comprehensive view of relevant copy number changes that might play a role in phenotypic differences among major human populations, and generate a list of interesting candidates for future studies.