The article examines methodological nationalism, a conceptual tendency that was central to the development of the social sciences and undermined more than a century of migration studies. Methodological nationalism is the naturalization of the global regime of nation-states by the social sciences. Transnational studies, we argue, including the study of transnational migration, is linked to periods of intense globalization such as the turn of the twenty-first century. Yet transnational studies have their own contradictions that may reintroduce methodological nationalism in other guises. In studying migration, the challenge is to avoid both extreme fluidism and the bounds of nationalist thought.