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Among a state’s sovereign powers is the delineation of the bounds of membership—to decide whom to include and exclude and along what lines. Membership arrangements are pertinent to how states treat those residing within their borders, but also to how residents view states and interact with the law. Research on procedural justice and legitimacy suggests that fair treatment by authorities during legal encounters is increases belief in state legitimacy and obedience to the law. Yet how do feelings—and experiences—of inclusion and exclusion impact the relationship between fairness, legitimacy, and compliance? Grounded in the concept of denizenship, this article engages in a thought experiment examining connections between rhetoric, membership, and legitimacy in the American immigration context. We begin from the standpoint that denizenship exists along a spectrum of inclusion and due process protections wherein citizens are promised the most procedural justice and out-of-status migrants promised the least. We next ask how, in the absence of promises of procedural justice, non-citizens view state legitimacy. Finally, we imagine scenarios in which various non-state-centered control apparatuses might come to fill the void left by state if, indeed, some experiences of denizenship cast the state as illegitimate.