Occasionally, regions make front‐page news. From Wallonia holding‐up the EU–Canada trade deal, to Catalonia and Scotland seeking independence. However, beyond these attention‐grabbing events, more fundamental transformations have taken place, away from the media spotlight and sometimes also under the (theoretical and empirical) radar of scholarly work. This article highlights that the more gripping events making the headlines are only the tip of the iceberg. They belie a rather peaceful and calm process of regionalization of our political systems. Functional, community, and identity logics have driven this process. It has significantly affected all dimensions of the policy‐politics‐polity triptych. We encourage scholars to break free from the shackles of methodological nationalism. Engaging in multi‐level analysis is cognitively taxing. However, it is well worth the investment. The state is not independent from developments at the sub‐ and supra‐state levels. Modelling interdependence is challenging, but it is empirically and theoretically rewarding.