This article strives to meet two challenges. As a review, it provides a critical discussion of the scholarship concerning undocumented migration, with a special emphasis on ethnographically informed works that foreground significant aspects of the everyday life of undocumented migrants. But another key concern here is to formulate more precisely the theoretical status of migrant “illegality” and deportability in order that further research related to undocumented migration may be conceptualized more rigorously. This review considers the study of migrant “illegality” as an epistemological, methodological, and political problem, in order to then formulate it as a theoretical problem. The article argues that it is insufficient to examine the “illegality” of undocumented migration only in terms of its consequences and that it is necessary also to produce historically informed accounts of the sociopolitical processes of “illegalization” themselves, which can be characterized as the legal production of migrant “illegality.”