We investigate whether political institutions can promote attachment to the state in multiethnic societies. Building on literatures on nationalism, democratization, and conflict resolution, we discuss the importance of attachment, understood as a psychological identification with, and pride in, the state. We construct a model of state attachment, specifying the individual-, group-, and state-level conditions that foster it. Then, using cross-national survey data from 51 multiethnic states, we show that, in general, ethnic minorities manifest less attachment to the states in which they reside than do majorities. Combining the survey data with minority group attributes and country-level attributes, we show that the attachment of minorities varies importantly across groups and countries. Our central finding is that federalism and proportional electoral systems—two highly touted solutions to ethnic divisions—have at best mixed effects. These results have implications for state-building and democratic consolidation in ethnically heterogeneous states.