For a long time, we believed that Neanderthals and Homo Sapiens (modern humans) were two separate species. With the advent of DNA sequencing, however, it was discovered that Sapiens interbred with Neanderthals as they migrated from Africa 60,000 years ago. Another previously unknown hominid species, known as Denisovans, was also discovered at that time, and it interbred with Sapiens and Neanderthals, too.
Gene sequencing shows that non-African genomes today contain about 2% Neanderthal DNA, and people from Papua, New Guinea, and Australia are about 3% Denisovan. Studies on modern African DNA are taking longer because climate, geography and politics make locating skeletons much more difficult.