In this chapter, the author explores the link between security and identity in the context of the political project of the EU. One of the fundamental objectives of the EU is that the union shall ensure the citizens of Europe an area of freedom, security and justice (AFSJ) without internal borders. This aim exemplifies a desire that all Europeans should benefit from further integration in terms of greater cultural interchange, economic growth and enhanced opportunities to move freely within the EU. On the other hand, it also emphasizes that ‘we’ need to protect ourselves far better against crime that breaches state borders, as evidenced in Madrid in 2004 and London in 2005. The author demonstrates how central to this project is the construction of a pan-European cultural identity rooted in shared knowledge and a common understanding of history. Hellström contends that the consequence of these policies is for marginalized groups within the EU, and people applying for asylum in any European country, to risk victimization and unfair treatment.