‘Identity’, Berger and Luckmann (1991: 195) maintained, ‘remains unintelligible unless it is located in a world’. In order to ‘locate’ identity, this chapter provides, first, a theoretical underpinning for an essentially social understanding of identity construction by conceptualizing identities as arising at the intersection of, and in the interaction between, people’s personal lifeworlds and environing social worlds. Second, it discusses the implications of such a view, summarizing the principles underpinning a social constructivist perspective in terms of five p’s: identity as positioning, performance, (co)production, process, and (an act or effect of) power. Third, it locates identity construction in four different worlds or social circuits where we might observe the interaction between self and sociality ‘in action’: (1) inner conversations (self-directed positioning), (2) self–other definitions (relational positioning), (3) situated interactions (reciprocal positioning), and (4) institutional dynamics (subject positioning). By sketching what to look for (the five p’s) and where to look (the four circuits), this chapter assists scholars in deploying identity as an analytical bridge between agency and structure.