In recent years, a number of methods have been developed to infer complex demographic histories, especially historical population size changes, from genomic sequence data. Coalescent Hidden Markov Models have proven to be particularly useful for this type of inference. Due to the Markovian structure of these models, an essential building block is the joint distribution of local genealogical trees, or statistics of these genealogies, at two neighboring loci in populations of variable size. Here, we present a novel method to compute the marginal and the joint distribution of the total length of the genealogical trees at two loci separated by at most one recombination event for samples of arbitrary size. To our knowledge, no method to compute these distributions has been presented in the literature to date. We show that they can be obtained from the solution of certain hyperbolic systems of partial differential equations. We present a numerical algorithm, based on the method of characteristics, that can be used to efficiently and accurately solve these systems and compute the marginal and the joint distributions. We demonstrate its utility to study the properties of the joint distribution. Our flexible method can be straightforwardly extended to handle an arbitrary fixed number of recombination events, to include the distributions of other statistics of the genealogies as well, and can also be applied in structured populations.