In this study, we identified copy number variants (CNVs) in 19 European autochthonous pig breeds and in two commercial breeds (Italian Large White and Italian Duroc) that represent important genetic resources for this species. The genome of 725 pigs was sequenced using a breed-specific DNA pooling approach (30–35 animals per pool) obtaining an average depth per pool of 42×. This approach maximised CNV discovery as well as the related copy number states characterising, on average, the analysed breeds. By mining more than 17.5 billion reads, we identified a total of 9592 CNVs (~683 CNVs per breed) and 3710 CNV regions (CNVRs; 1.15% of the reference pig genome), with an average of 77 CNVRs per breed that were considered as private. A few CNVRs were analysed in more detail, together with other information derived from sequencing data. For example, the CNVR encompassing the KIT gene was associated with coat colour phenotypes in the analysed breeds, confirming the role of the multiple copies in determining breed-specific coat colours. The CNVR covering the MSRB3 gene was associated with ear size in most breeds. The CNVRs affecting the ELOVL6 and ZNF622 genes were private features observed in the Lithuanian Indigenous Wattle and in the Turopolje pig breeds respectively. Overall, the genome variability unravelled here can explain part of the genetic diversity among breeds and might contribute to explain their origin, history and adaptation to a variety of production systems.