For several years now I have been researching and recording the life stories of African migrants in three European cities – London, Amsterdam and Copenhagen – and exploring the dynamic interplay between external circumstances and inner lives. I have been struck by the parallels between a migrant’s struggle to achieve a sense of security and stability and my own anthropological struggles to render coherent accounts of migrant lives. In this talk, I argue that the migrant’s experience of being out-of-place and somehow illegitimate even when he has found work and acquired a work permit – bears an interesting relationship to the anthropologist’s uncertainty over the relationship between life as lived and the explanatory models or narratives that he or she constructs in making that lived reality intelligible.