Major migration events in Holocene Eurasia have been characterized genetically at broad regional scales. However, insights into the population dynamics in the contact zones are hampered by a lack of ancient genomic data sampled at high spatiotemporal resolution. Here, to address this, we analysed shotgun-sequenced genomes from 100 skeletons spanning 7,300 years of the Mesolithic period, Neolithic period and Early Bronze Age in Denmark and integrated these with proxies for diet (13C and 15N content), mobility (87Sr/86Sr ratio) and vegetation cover (pollen). We observe that Danish Mesolithic individuals of the Maglemose, Kongemose and Ertebølle cultures form a distinct genetic cluster related to other Western European hunter-gatherers. Despite shifts in material culture they displayed genetic homogeneity from around 10,500 to 5,900 calibrated years before present, when Neolithic farmers with Anatolian-derived ancestry arrived. Although the Neolithic transition was delayed by more than a millennium relative to Central Europe, it was very abrupt and resulted in a population turnover with limited genetic contribution from local hunter-gatherers. The succeeding Neolithic population, associated with the Funnel Beaker culture, persisted for only about 1,000 years before immigrants with eastern Steppe-derived ancestry arrived. This second and equally rapid population replacement gave rise to the Single Grave culture with an ancestry profile more similar to present-day Danes. In our multiproxy dataset, these major demographic events are manifested as parallel shifts in genotype, phenotype, diet and land use.