This article addresses conceptual and measurement challenges that complicate the study of state immigrant policies. First, given the multiple facets of immigrant‐related policy, policy‐specific effects may be obscured by highly aggregated outcomes variables. Second, variables of interest often capture both time‐varying and time‐invariant effects, potentially producing coefficients that are uninterpretable averages of both processes. This article presents a research design that addresses both of these obstacles and applies it to an original dataset of both integrative and punitive policies adopted over the period 2005–16. The findings suggest that the causal roles of growing immigrant populations, partisanship, and wealth vary across different clusters of immigrant policies and that average, cross‐state effects often differ from within‐state effects. Future research would do well to clearly link theoretical expectations to specific types of policy outcomes and test hypotheses over both integrative and restrictive outcomes.