Natural populations often grow, shrink, and migrate over time. Such demographic processes can affect genome-wide levels of genetic diversity. Additionally, genetic variation in functional regions of the genome can be altered by natural selection, which drives adaptive mutations to higher frequencies or purges deleterious ones. Such selective processes affect not only the sites directly under selection but also nearby neutral variation through genetic linkage via processes referred to as genetic hitchhiking in the context of positive selection and background selection (BGS) in the context of purifying selection. While there is extensive literature examining the consequences of selection at linked sites at demographic equilibrium, less is known about how non-equilibrium demographic processes influence the effects of hitchhiking and BGS. Utilizing a global sample of human whole-genome sequences from the Thousand Genomes Project and extensive simulations, we investigate how non-equilibrium demographic processes magnify and dampen the consequences of selection at linked sites across the human genome. When binning the genome by inferred strength of BGS, we observe that, compared to Africans, non-African populations have experienced larger proportional decreases in neutral genetic diversity in strong BGS regions. We replicate these findings in admixed populations by showing that non-African ancestral components of the genome have also been affected more severely in these regions. We attribute these differences to the strong, sustained/recurrent population bottlenecks that non-Africans experienced as they migrated out of Africa and throughout the globe. Furthermore, we observe a strong correlation between FST and the inferred strength of BGS, suggesting a stronger rate of genetic drift. Forward simulations of human demographic history with a model of BGS support these observations. Our results show that non-equilibrium demography significantly alters the consequences of selection at linked sites and support the need for more work investigating the dynamic process of multiple evolutionary forces operating in concert.