Lower and middle-income democracies today promise substantial social welfare benefits to their citizens, and yet actual access remains quite variable. Access to these social programs is rarely automatic and instead often requires sustained efforts by eligible individuals. In these contexts, what do potential beneficiaries believe about the state’s likelihood of delivering these benefits? Further, why do some potential beneficiaries persist in their pursuit of welfare benefits after facing obstacles to access, while others do not? In this paper, we draw on original focus groups in Brazil and Argentina to argue that three attitudes – entitlement, indignation, and self-efficacy – decrease the psychological costs of interacting with the state and affect citizens’ behavior in the pursuit of social programs. We then use original surveys to develop novel measures of entitlement, indignation, and self-efficacy in the domain of social policy. We provide evidence that these attitudes strongly correlate with state-centric persistence above and beyond their relationship with other actions. We also explore the extent to which these patterns vary with partisanship across the two country cases. Finally, we explore the origins of these attitudes and show that an individual’s knowledge of social rights correlates more strongly with entitlement, indignation, and self-efficacy than sociodemographic characteristics or measures of other behaviors.