Understanding the genetic and molecular mechanisms of morphological evolution is one of the greatest challenges in evolutionary biology. Sexually dimorphic traits, which often evolve at a high rate due to their involvement in mate choice and sexual selection, present unique opportunities for investigating changes in development over short evolutionary distances. Phylogenetic analysis is essential to provide a historical framework for comparative studies of development by establishing the order and polarity of morphological changes. In this report, we apply a new molecular phylogeny to reconstruct the evolution of male sexual characters in a group of species closely related to the model species Drosophila melanogaster. These highly variable traits include wing melanin patterns, the sex comb, and the structure of external genitalia and analia. We show that sexually dimorphic characters can diverge very rapidly among closely related species. More surprisingly, we also find a pervasive pattern of independent origin and secondary loss of male sexual traits in different evolutionary lineages.