Methodological accounts often deliberately omit the role that luck plays in getting access to challenging research sites. Indeed, it sounds unprofessional and feels unsatisfying to attribute luck to our work. ‘I hope to get lucky’ will not go down well with most supervisors or as part of any grant proposal. We should, however, consider that luck literally stands for the probability that certain events might take place under certain circumstances. Reflecting on our luck can therefore help us to expound important features that structure the probability of getting access. In my case, getting access to the Spanish state deportation regime could never be anticipated or secured simply in line with the importance of my project or my academic credentials. Obtaining formal approval from the Spanish authorities proved to be impossible, but I eventually achieved access in a messy way that involved many informal interactions and much uncertainty. Accounting for my months‐long attempts, I show how luck sensitised me to officials’ ample discretionary power and pervasive sense of impunity in producing an image of ‘the state’ as unpredictable and opaque. This image induced the strong sensation that my fieldwork crucially depended on the whims of particular officials.