This dissertation collects four peer-reviewed articles that are published in academic journals. Two of the articles are about the multi-level governance of integration polices, and two study the effects of labour migration policies. The two topics are tied together by an introduction where a common theme of the articles is discussed – the role of the state. Based on the results of my four articles, I argue that the relevance of the state as a unit of analysis is still strong and impossible to ignore if one wants to understand the patterns of migration and the conditions which migrant newcomers face in their countries of residence. When the Swedish labour migration policy was changed, and the veto of the unions and the state (the Employment Service) was abolished, it enabled social networks and market forces to play out more freely, which led to an increase in labour migration. The Swedish 2008 labour migration policy was designed to solve labour shortages. However, the effect of the new law was mainly the creation of new opportunities for migrants to get work permits and visas to Sweden in order to apply for asylum or work in low-skilled jobs in sectors without labour shortages. Thus, state policies do matter, even if not always in the way in which policymakers intend them to. The state has also tightened its grip on local integration policies in both Denmark and Sweden, despite very different overall policies. Where Denmark´s civic integration policies have formed a tighter relationship between the state and the individual, the Swedish way has been to centralise and standardise integration services and reduce local policy autonomy.