How ‘cosmopolitan’ can a sovereign state be? That question is considered here in the context of unauthorized immigration and arguments for free movement of persons across state boundaries. Details are first presented on non-cosmopolitan attitudes commonly expressed by receiving-state leaders in response to unauthorized immigration. They focus not on equal moral standing and the cosmopolitan mandate to give fair consideration to all persons’ interests, but on the criminality of unauthorized entry, often the perceived criminality or poor character of entrants themselves, and a ‘war’ on human smugglers. A robustly cosmopolitan state, it is argued, would support much freer movement of persons. This raises a question, however: is a state which does not seek to control its borders still a cosmopolitan state? It is acknowledged, in relation to an argument from Joseph Carens, that state sovereignty might, in principle, be defined separate from state control of borders. In practice, however, free movement has been strongly associated in recent years with fairly intensive projects of regional integration. These entail significant pooling of sovereignty, creating in effect more-cosmopolitan regions, rather than more-cosmopolitan sovereign states. Overall, the analysis reinforces some significant challenges, highlighted by institutional cosmopolitans, to realizing robust cosmopolitan moral aims in a system of independent sovereign states. It also, however, highlights ways in which states can be ‘more-cosmopolitan’ in relation to migration in the current system.