The common bed bug Cimex lectularius has two host races. One race is associated with humans, the other with bats. Bedbugs were parasites of bats long before the evolution of humans. Tens or hundreds of thousands of years ago, human populations expanded and some humans and began living in caves that were shared with other cave dwelling creatures including bats and bed bugs.
Bedbugs spend only a small portion of their time on their host. The majority of the time is spent off the host in harborage where the bedbugs digest their blood meal. Once the blood meal is digested a bedbug seeks a new host. For ages bedbugs found another bat living in the cave. Once humans began living in caves, bedbugs discovered another host, humans. Thus began the association between humans and bed bugs.
In a later expansion, humans left their caves for other shelters, bringing bedbugs with them. Bats were mostly absent in the new shelters, and human associated bedbugs acquired adaptations more suited life as a to human parasite. Today, bat associated bed bugs and human associated bed bugs have distinct genetic differences detectable by modern molecular biology techniques.