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A constructivist consensus holds that colonial state building shaped ethnic identities in Africa. To examine this historical process, I study the interaction between colonial territorial governance and the (trans-)formation of ethnic identities. I argue that many colonial administrative units roughly but not perfectly aligned with colonially imagined or objectively existing ethno-linguistic geographies. In turn, local minorities responded to ethnicized local governance through outmigration and acculturation, thereby homogenizing local populations. I use new data on historical subnational units, ethnic groups, and linguistic information from toponyms to estimate the extent to which administrative units aligned with ethnic geographies. Modelling the partitioning of colonial territories into regions and districts as a spatial conditional random field yields substantive effects of ethnic geographies. To test whether administrative units in turn shaped individuals' ethnic identities, I examine discontinuities in individuals' ethnic identities at administrative borders. Exploiting credibly exogenous subnational borders and comparisons with placebo-lines such as non-border rivers allows for causal identification. I find substantive discontinuities that suggest that administrative geographies (trans-)formed ethnic groups. Additional analyses explore ethnic assimilation and migration as the phenomenon’s main drivers. This paper contributes to research on colonial state building and the origins of politicized ethnicity in Africa.