We study how (early) modern states strategically shaped individual identities. Our first, macro-level approach is to understand the origins of national identities as a specific form of behavioral bias. Using novel data, we map the consolidation of polities through war and show how this process was accompanied by the creation of identity-shaping institutions such as schooling and military draft. Our second, micro-level approach is to study the consequences of changing national identities, looking at individuals and their choices. We collect data on historical behavior that signaled compliance to emerging norms, such as the willingness to pay for a “national cause” or to volunteer for the army.