The evolutionary origins of social parasitism are very unevenly distributed among ants, bees and wasps, but social parasite lineages are frequently close relatives of their host lineages. Two explanations for these relationships have been proposed: (1) initially, social species are more likely to become parasitic on relatively closely related social species, because they share life history, physiological and behavioural traits that allow successful integration within the host colony; and (2) social parasites have evolved directly from their host lineage via sympatric speciation. Comparative approaches, covering multiple origins and intermediate evolutionary stages, are needed to determine which of these possibilities is more likely. We use molecular phylogenetics to examine multiple origins of parasitism in the bee tribe Allodapini. We identify seven origins resulting in obligate social parasitism (inquilinism), one origin of facultative social parasitism, which was followed by subsequent speciation and where both daughter species remained facultatively parasitic, and one case of frequent facultative heterospecific co-nesting that probably represents incipient social parasitism. All host–parasite lineage pairs show strong phylogenetic affinities, but only the case of facultative heterospecific nesting involves true sister species relationships. Our results are consistent with the range of parasitic relationships that are expected under an allopatric model for the origin of social parasitism, but are highly problematic for a sympatric speciation model. © 2013 The Linnean Society of London, Biological Journal of the Linnean Society, 2013, 109, 320–331.