Wild birds, particularly duck species, are the main reservoir of influenza A virus (IAV) in nature. However, knowledge of IAV infection dynamics in the wild bird reservoir, and the development of immune responses, are essentially absent. Importantly, a detailed understanding of how subtype diversity is generated and maintained is lacking. To address this, 18,679 samples from 7728 Mallard ducks captured between 2002 and 2009 at a single stopover site in Sweden were screened for IAV infections, and the resulting 1081 virus isolates were analyzed for patterns of immunity. We found support for development of homosubtypic hemagglutinin (HA) immunity during the peak of IAV infections in the fall. Moreover, re-infections with the same HA subtype and related prevalent HA subtypes were uncommon, suggesting the development of natural homosubtypic and heterosubtypic immunity (p-value = 0.02). Heterosubtypic immunity followed phylogenetic relatedness of HA subtypes, both at the level of HA clades (p-value = 0.04) and the level of HA groups (p-value = 0.05). In contrast, infection patterns did not support specific immunity for neuraminidase (NA) subtypes. For the H1 and H3 Clades, heterosubtypic immunity showed a clear temporal pattern and we estimated within-clade immunity to last at least 30 days. The strength and duration of heterosubtypic immunity has important implications for transmission dynamics of IAV in the natural reservoir, where immune escape and disruptive selection may increase HA antigenic variation and explain IAV subtype diversity.