This essay develops a theory of identities, selves, and ‘the self’ that both explains the sense in which selves are narratively constituted and also explains how the self relates to a person's individual autobiographical identity and to their various social identities. I argue that identities are the contents of narratively structured representations, some of which are hosted individually and are autobiographical in form, and others of which are hosted collectively and are biographical in form. These identities, in turn, give rise to selves of various sorts—true selves, autobiographical selves, public and private selves, merely possible selves, and so on—which are the characters (or presupposed subjects) that appear in our various identities. Although the theory I develop bears some obvious affinities with the view that selves are fictional characters, the two views are in fact distinct, for reasons explained at the end.