This chapter examines the main reasons people participate in loyalist parades in Northern Ireland: identity expression, tradition, the pleasures of participation, and communication. It argues that the first three of these reasons are process-oriented and intrinsic to participation itself, while the fourth reason is outcome-oriented and instrumental. The chapter demonstrates that the intrinsic and instrumental reasons coexist and can sometimes seem to overlap, but that participants discuss intrinsic reasons more often and with more passion. Using evidence from interviews, a survey, and ethnographic observation, this chapter explores how participants use parades to express their collective identities; connect with the past via tradition; receive emotional rewards, especially pride; and send messages of unity to the Protestant in-group and opposition to the Catholic out-group. While the three process-oriented reasons are nearly ubiquitous, the instrumental reason (sending a message) is less commonly articulated.