In this chapter, I examine a key step of heuristic theory. That step is the perception in a person’s mind that her fate is linked to that of a larger group. I review some previous work on linked fate, and argue that it is a useful concept for understanding a wide range of countries and groups. I report results from a survey of Canada, Germany, and the United Kingdom. Ethnic inequality and regional inequality provide good reason for believing that group members’ interests are tied together, and I show that many individual demographics do not do a good job of predicting who feels linked fate, while group-level variation, especially past experiences of discrimination, do shape linked fate. One key individual level variable that does predict linked fate is regional identity, which raises the salience of the regional cleavage.