The first sequenced marsupial genome promises to reveal unparalleled insights into mammalian evolution. We have used the Monodelphis domestica (gray short-tailed opossum) sequence to construct the first map of a marsupial major histocompatibility complex (MHC). The MHC is the most gene-dense region of the mammalian genome and is critical to immunity and reproductive success. The marsupial MHC bridges the phylogenetic gap between the complex MHC of eutherian mammals and the minimal essential MHC of birds. Here we show that the opossum MHC is gene dense and complex, as in humans, but shares more organizational features with non-mammals. The Class I genes have amplified within the Class II region, resulting in a unique Class I/II region. We present a model of the organization of the MHC in ancestral mammals and its elaboration during mammalian evolution. The opossum genome, together with other extant genomes, reveals the existence of an ancestral "immune supercomplex" that contained genes of both types of natural killer receptors together with antigen processing genes and MHC genes.