Morphological traits involved in male–female sexual interactions, such as male genitalia, often show rapid divergent evolution. This widespread evolutionary pattern could result from sustained sexually antagonistic coevolution, or from other types of selection such as female choice or selection for species isolation. I reviewed the extensive but under-utilized taxonomic literature on a selected subset of insects, in which male–female conflict has apparently resulted in antagonistic coevolution in males and females. I checked the sexual morphology of groups comprising 500–1000 species in six orders for three evolutionary trends predicted by the sexually antagonistic coevolution hypothesis: males with species-specific differences and elaborate morphology in structures that grasp or perforate females in sexual contexts; corresponding female structures with apparently coevolved species-specific morphology; and potentially defensive designs of female morphology. The expectation was that the predictions were especially likely to be fulfilled in these groups. A largely qualitative overview revealed several surprising patterns: sexually antagonistic coevolution is associated with frequent, relatively weak species-specific differences in males, but male designs are usually relatively simple and conservative (in contrast to the diverse and elaborate designs common in male structures specialized to contact and hold females in other species, and also in weapons such as horns and pincers used in intra-specific battles); coevolutionary divergence of females is not common; and defensive female divergence is very uncommon. No cases were found of female defensive devices that can be facultatively deployed. Coevolutionary morphological races may have occurred between males and females of some bugs with traumatic insemination, but apparently as a result of female attempts to control fertilization, rather than to reduce the physical damage and infections resulting from insertion of the male's hypodermic genitalia. In sum, the sexually antagonistic coevolution that probably occurs in these groups has generally not resulted in rapid, sustained evolutionary divergence in male and female external sexual morphology. Several limitations of this study, and directions for further analyses are discussed.