Several studies on market dynamics emphasize the role of consumers and other market actors in shaping the existing market logics. However, little attention has been paid to how immigrant consumer communities navigate among market actors and the mainstream institutional environment to alter markets in host societies. Through an acculturation lens, we set out to study the development of immigrant grocery shops in Norway. The findings reveal how the market formation is influenced by "immigration blues" through the challenges of acculturation, institutional constraints, and the role of the immigrant community as a network that is used to cope with the various challenges. We argue that many dynamics can be traced back to the confrontation between a neoliberal "everything can be negotiated" logic and the "statist individualistic" society within which the entrepreneurial activity takes place.