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The current article explores the relations between transnationalism and belonging using a study of Russian-speaking transmigrants from Estonia to Finland. Transnational belonging has been discussed as a way to overcome unipolarity in understanding belonging; transmigrants are believed to get attached to two or more countries simultaneously. However, the transnationals we interviewed refused to identify themselves with two states concurrently and, in some cases, with any state at all. Experiencing multiple pressures, transmigrants’ national identities appear to be in a state of constant change. Our research suggests that national identification is a continuous time- and effort-consuming negotiation in which the personal agency of transnationals plays a determining role.