Known examples of ancient identical-by-descent genetic variants being shared between evolutionarily related species, known as trans-species polymorphisms (TSPs), result from counterbalancing selective forces acting on target genes to confer resistance against infectious agents. To date, putative TSPs between humans and other primate species have been identified for the highly polymorphic major histocompatibility complex (MHC), the histo-blood ABO group, two antiviral genes (ZC3HAV1 and TRIM5), an autoimmunity-related gene LAD1 and several non-coding genomic segments with a putative regulatory role. Although the number of well-characterized TSPs under long-term balancing selection is still very small, these examples are connected by a common thread, namely that they involve genes with key roles in the immune system and, in heterozygosity, appear to confer genetic resistance to pathogens. Here, we review known cases of shared polymorphism that appear to be under long-term balancing selection in humans and the great apes. Although the specific selective agent(s) responsible are still unknown, these TSPs may nevertheless be seen as constituting important adaptive events that have occurred during the evolution of the primate immune system.