Chromosomal instability in cancer consists of dynamic changes to the number and structure of chromosomes1,2. The resulting diversity in somatic copy number alterations (SCNAs) may provide the variation necessary for tumour evolution1,3,4. Here we use multi-sample phasing and SCNA analysis of 1,421 samples from 394 tumours across 22 tumour types to show that continuous chromosomal instability results in pervasive SCNA heterogeneity. Parallel evolutionary events, which cause disruption in the same genes (such as BCL9, MCL1, ARNT (also known as HIF1B), TERT and MYC) within separate subclones, were present in 37% of tumours. Most recurrent losses probably occurred before whole-genome doubling, that was found as a clonal event in 49% of tumours. However, loss of heterozygosity at the human leukocyte antigen (HLA) locus and loss of chromosome 8p to a single haploid copy recurred at substantial subclonal frequencies, even in tumours with whole-genome doubling, indicating ongoing karyotype remodelling. Focal amplifications that affected chromosomes 1q21 (which encompasses BCL9, MCL1 and ARNT), 5p15.33 (TERT), 11q13.3 (CCND1), 19q12 (CCNE1) and 8q24.1 (MYC) were frequently subclonal yet appeared to be clonal within single samples. Analysis of an independent series of 1,024 metastatic samples revealed that 13 focal SCNAs were enriched in metastatic samples, including gains in chromosome 8q24.1 (encompassing MYC) in clear cell renal cell carcinoma and chromosome 11q13.3 (encompassing CCND1) in HER2+ breast cancer. Chromosomal instability may enable the continuous selection of SCNAs, which are established as ordered events that often occur in parallel, throughout tumour evolution.