Cosmopolitans, if they are interested in seeing their principles realised, must hope that persons worldwide can become motivated to act in accordance with what those principles demand. But although it is important that genuinely moral motives are developed, we should not ignore the potential pragmatic value of self-interested motives to the realisation of cosmopolitan ends. This article considers three such motives: economic self-interest, prudent self-interest and democratic self-interest. I argue that in each case, usefully harnessing these motivations implies or requires global political integration that amounts to 'world government'. This argument has the effect of reinforcing the already popular view that realising cosmopolitan principles entails global political integration. For those who already endorse that view, my argument will act as supporting evidence; by contrast it represents a challenge to those cosmopolitans who have remained ambivalent about, or indeed have explicitly rejected, the need for global political integration.