In this introductory chapter, Annola, Lindberg, and Markkola introduce the theoretical and historiographical foundations of the book. The authors contextualize the history of experience in the traditions of new social history, cultural and linguistic turns, the German Erfahrungsgeschichte, and the history of emotions and senses. Focusing on institutions introduced by the state and developed by the welfare state mainly in the area surrounding the Baltic Sea, the chapter shows the various ways in which institutions that have shaped people’s everyday lives can be studied. By combining the history of experiences with the history of the welfare state and institutional studies, the chapter seeks new ways to understand how institutions have produced, reinforced, and sometimes prevented various experiences. The concept “lived institutions” is used to illuminate the interconnections between experience and welfare institutions and the ways in which these mutual connections are related to societal change. The introduction ends with a chapter-by-chapter outline of the book.