Before Changala, so the story goes, the people lived under clan heads, with no central authority they called a chief. Changala came from a place called Kola and was a Mulua. He settled in the south of Mambwe country, where the Simwinga clan and its head Chindo recognised his authority. The two hunting leopards Changala brought impressed Chindo so completely that Chindo offered his daughter in marriage and recognised Changala as chief. That exchange is why, even now, the holder of the commoner title Chindo addresses the senior royal title Nsokolo as son-in-law. Changala also married women from the Sichilima and Simpemba clans. These three clans share a joking relationship with the royal clan Sichula, and claim to have given the chiefs to the country. Every Mambwe belongs to one of many exogamous, patrilineal clans, most with names prefixed by Si for men and Na for women. The clan names reference natural objects, manufactured objects, or abstract ideas: Sichula (Frog), Sichilima (Cultivators), Simpemba (White clay), Simwinga (Hunters), Simpasa (Axe), Simutowe (Caterpillar). The royal clan avoids wild pigs, zebras, and many small animals, a taboo Mambwe still observe.

The Mambwe regarded the Bemba as traditional enemies, and the record of that rivalry is grim. The Bemba were more numerous and more unified. One campaign, led by the Bemba Chitapankwa, Makasa and Mwamba against a Mambwe chief called Chitongwe, ended in catastrophe. After a month-long siege the Mambwe were reduced to starvation, forced to live on rats, dogs, and even the bark cloth in which babies were carried. They tried to surrender. The Bemba ordered them out through a single gate; as the men emerged they were killed, and the women were taken captive. Chitongwe himself was boiled. In later fighting the Mambwe killed two Bemba chiefs, Chilangwa and Mpangamina, and suffered further defeats in return. Raids continued through the 1880s and into the 1890s. The Mambwe were undone in part by their own disunity: chiefs of the main lineages had fought each other for generations. Mphande once joined the Ngoni to raid Nsokolo's district; Nsokolo then allied with the Bemba to defeat both the Ngoni and Mphande. Some writers have argued that the British arrival 'may have saved the Mambwe from extinction,' though the Mambwe resistance under Kela and Fwambo, who beat off Bemba attacks on stockaded villages in the 1880s, complicates that judgement.

When the British reached Abercorn, today's Mbala, in 1893, the Mambwe were scattered and divided. Chiefs Mphande and Chivuta had fled to the Senga for sanctuary. The then-Nsokolo, Kimialile, was living with the Mambwe across what would become the Tanzanian border, having been defeated by the Bemba. Kimialile was blind. His younger brother Kosi had put out his eyes because he was contemplating surrender. The British chose to back Kimialile as their principal administrative agent and for the first time he commanded a force sufficient to compel other chiefs to recognise him as paramount. The British wanted Nsokolo responsible for Mambwe affairs in general. In 1898 the British pacified the Bemba and established an administrative centre at Kasama, ending the raids. Chief Mphande returned and began to rebuild authority. Colonial rule, in other words, centralised a Mambwe political system that had never been centralised, for its own convenience. The paramountcy of Nsokolo took its modern form under that outside pressure.

Today most Mambwe are Christian, many of them Jehovah's Witnesses or Catholic. Traditional religion recognised a supreme god called Leza, who created everything but remained remote from the world he made and was not directly worshipped. Worship was instead directed at the spirits of chiefly ancestors, imipasi yamwene yafwe, through shrines called kavua in each village and through natural features, hills, caves, large rocks, deep pools, known as mayao or maleza. Part of each harvest was left at the shrine; in times of drought, locust invasion, or disease, the chief and people appealed there. On the last Saturday of June, at the shores of Lake Chila in Mbala, the Mambwe and the Lungu of Tafuna gather for the Umutomolo harvest ceremony. The wives of the chiefs present food samples grown in each chiefdom. The chiefs bless the food, taste it, give thanks to the ancestral spirits, and only then can the subjects eat. Traditional dances and Mambwe-Lungu music follow. The Mambwe speak a Bantu language, Cimambwe, a dialect of Mambwe-Lungu. The common people and the chiefs still have different origin stories, and after more than a century of disruption, both are still being told.