Ethnic and national identities are closely tied to the incentives set by states within their borders. However, little is known of how identities change when state borders move. Focusing on the introduction and removal of international borders between 1815 and 1938, this paper investigates how border change affected the ethnonational geography of Europe. We argue that in periods of nation-building, individuals subjected to a change in ruling state are incentivized to assimilate into the conquering state. Using highly disaggregated proxies of national identity and the spatial discontinuities in ruling state caused by the introduction and removal of borders, we show that ethnolinguistic identities converge when under the same state and diverge when exposed to different states' rule. Assimilation, migration and nation-building policy drive these results. Our findings highlight how geopolitics contributed to the formation of nations along state borders.