Occupying states make extensive use of local collaborators, including to staff auxiliary armies. However, what motivates citizens of occupied territories - including members of military elites - to collaborate with occupying forces is not well understood. In this article, we investigate this issue using the case of Danish officers in German military service during the German occupation of Denmark 1940-1945. Using a new dataset of all cadets graduating from the Danish Army Military Academy 1920-1943, we test various theoretical explanations for why some Danish officers chose collaboration with the occupying Nazi regime while others did not, including factors related to career pressure, social status, peer effects, cultural affinity and ideology.