Insects are an important model for the study of innate immune systems, but remarkably little is known about the immune system of other arthropod groups despite their importance as disease vectors, pests, and components of biological diversity. Using comparative genomics, we have characterized the immune system of all the major groups of arthropods beyond insects for the first time--studying five chelicerates, a myriapod, and a crustacean. We found clear traces of an ancient origin of innate immunity, with some arthropods having Toll-like receptors and C3-complement factors that are more closely related in sequence or structure to vertebrates than other arthropods. Across the arthropods some components of the immune system, such as the Toll signaling pathway, are highly conserved. However, there is also remarkable diversity. The chelicerates apparently lack the Imd signaling pathway and beta-1,3 glucan binding proteins--a key class of pathogen recognition receptors. Many genes have large copy number variation across species, and this may sometimes be accompanied by changes in function. For example, we find that peptidoglycan recognition proteins have frequently lost their catalytic activity and switch between secreted and intracellular forms. We also find that there has been widespread and extensive duplication of the cellular immune receptor Dscam (Down syndrome cell adhesion molecule), which may be an alternative way to generate the high diversity produced by alternative splicing in insects. In the antiviral short interfering RNAi pathway Argonaute 2 evolves rapidly and is frequently duplicated, with a highly variable copy number. Our results provide a detailed analysis of the immune systems of several important groups of animals for the first time and lay the foundations for functional work on these groups.