This article documents efforts to gain access to conduct ethnographic fieldwork in migration control agencies across eight European countries: Denmark, Finland, Germany, Italy, Latvia, Lithuania, Sweden and Switzerland. Building on repeated email exchanges, phone calls and fieldnotes from personal encounters between the researchers and state authorities, it traces and analyses state agencies’ decisions on whether or not to let researchers in to study their practices. We found that our access negotiations, including failed ones, proved analytically useful, as they drew our attention to the fragmented nature of the state agencies we attempted to study, which contrasts with the order‐making functions they claim to perform within the field of border and migration control. From our observations emerges an image of ‘the state’ as made up by many hands and ridden by internal frictions, conflicting interests and values, which contributes to rendering state practices unpredictable and opaque, also to the street‐level officials enforcing them. This opacity of state bureaucracy has profoundly disempowering effects for those trying to access it, even if it is not necessarily consciously constructed. Instead, we show how our access negotiations drew attention to the ongoing struggles over power, knowledge and order within the contested field of migration control.