This article explores why liberal states accept unwanted immigration, discussing the cases of illegal immigration in the United States and family immigration in Europe. Rejecting the diagnosis of state sovereignty undermined by globalization, the author argues that self-limited sovereignty explains why states accept unwanted immigration. One aspect of self-limited sovereignty is a political process under the sway of interest-group politics ("client politics," as Gary Freeman says). The logic of client politics explains why the United States accepts illegal immigration. The case of family immigration in Europe suggests two further aspects of self-limited sovereignty: legal-constitutional constraints on the executive, and moral obligations toward historically particular immigrant groups. However, these legal and moral constraints are unevenly distributed across Europe, partially reflecting the different logics of guest worker and postcolonial immigration regimes.