The mode and tempo of host-parasite evolution depend on population structure and history and the strength of selection that the species exert on each other. Here we genetically and epidemiologically characterize populations of the mycophagous fly Drosophila innubila and its male-killing Wolbachia endosymbiont, with the aim of integrating the local through global nature of this association. Drosophila innubila inhabit the forested “sky island” regions of the of the southwestern United States and northern Mexico, where its distribution is highly fragmented. We examine geographically isolated sky island populations of D. innubila, surveying the frequency and expression of Wolbachia infection as well as the distribution of genetic variation within and among populations of the host and parasite. In all populations, Wolbachia infection is associated with virtually complete male-killing, thus providing no evidence for the evolution of population-specific interaction phenotypes or local resistance. Although Wolbachia infection occurs in each of the main populations, there is variation among populations in the prevalence of infection and the resulting population-level sex ratio of D. innubila. Among these populations, the nuclear genes of D. innubila show moderate, though significant, differentiation. In contrast, the host mitochondrial DNA (mtDNA), which shares transmission with Wolbachia, exhibits substantially greater geographic differentiation, even after accounting for differences in transmission between nuclear and mitochondrial genes. We suggest that this pattern is caused by local Wolbachia—but not D. innubila—fluctuations in prevalence that increase the severity of drift experienced only by the mtDNA. Overall, our data suggest that the association between D. innubila and male-killing Wolbachia is ecologically dynamic within local populations, but evolutionarily coherent across the species as a whole.