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The state is canonically defined as a political organization that monopolizes the means of violence. Yet, the study of state formation has paid relatively little attention, theoretically and empirically, to this defining characteristic of the state. Instead, scholars have traced the development of, i.a., the bureaucratic apparatus, revenue collection, territorial size, executive constraints, and political stability, each important dimensions of the state but also conceptually and empirically different from the monopoly on violence. In this paper, we rectify this lack using a novel and original data set on castle ownership across medieval and early modern Europe. Castles were the direct manifestations of coercive authority: those of the monarch composed the means of local government, while those of the nobility and the church were obstacles to centralization. We review the large literature on state formation and discuss how a focus on the coercive dimension of statehood can lead to new insights and theories concerning the origins of the modern state. We subsequently test old and new theories on the causes and consequences of state formation using our measure of castle ownership that starts from the canonical definition and allows us to trace the origins of the modern state in the period when it actually originated.