In crowds, to the degree one identifies with other crowd members one likely experiences a sense of common purpose, social connection and mutual support. Such is the psychological significance of these correlates of a shared identity that even others' close physical proximity can be pleasurable. However, such pleasure in others' proximity cannot be assumed: physical crowding can bring practical challenges and so potentially disturb the positive experience of crowd membership. In the research reported here, we explore crowd members' reports of such challenges and the ways in which these were interpreted and managed through reference to the beliefs and values associated with crowd members' shared identity. Our data arise from semi‐structured interviews (N = 33) with British Muslims after participating in the Hajj pilgrimage in Saudi Arabia. Exploring these data sheds light on the ways in which identity‐related beliefs and values can contribute to the maintenance of order and harmony even in situations where crowding could undermine the positive experience of others' proximity. Accordingly, our analysis advances our understanding of the self‐organization and self‐policing of crowds.