The rapidly evolving mitochondrial control region remains an important source of information on phylogeography and demographic history for cetaceans and other vertebrates, despite great uncertainty in the rate of nucleotide substitution across both nucleotide positions and lineages. Patterns of variation in linked markers with slower rates of evolution can potentially be used to calibrate the rate of nucleotide substitution in the control region and to better understand the interplay of evolutionary and demographic forces across the mitochondrial genome above and below the species level. We have examined patterns of diversity within and between three baleen whale species (gray, humpback, and Antarctic minke whales) in order to determine how patterns of molecular evolution differ between cytochrome b and the control region. Our results show that cytochrome b is less variable than expected given the diversity in the control region for gray and humpback whales, even after functional differences are taken into account, but more variable than expected for minke whales. Differences in the frequency distributions of polymorphic sites and in best-fit models of nucleotide substitution indicate that these patterns may be the result of hypervariability in the control region in gray and humpback whales but, in minke whales, may result from a large, stable or expanding population size coupled with saturation at the control region. Using paired cytochrome b and control region data across individuals, we show that the average rate of nucleotide substitution in the control region may be on average 2.6 times higher than phylogenetically derived estimates in cetaceans. These results highlight the complexity of making inferences from control region data alone and suggest that applying simple rules of DNA sequence analyses across species may be difficult.