This paper reflects on the ethical possibilities and limitations of cosmopolitanism as practice, with particular reference to the contemporary European project. It begins with an exploration of the relationship between what I term a ‘market’ and a ‘legal’ cosmopolitics in the European context. Inspired by Foucault's recently published work on liberal government, the paper argues that these cosmopolitics and the subjectivities that they seek to produce variously overlap, reinforce one another, and conflict in practices of contemporary post-national government: in short, they co-exist in an inherently ambiguous relationship. Animating this argument, the paper considers the politics of European citizenship; it highlights what is at stake, ethically and politically, in the recognition of an ambiguous cosmopolitics. It focuses in particular on the European Union (EU)'s 2004 Directive on the free movement of EU citizens and its relevance in the context of the high-profile deportations of Roma from France in summer 2010. The paper makes the case that the recognition and ongoing identification of an ambiguous cosmopolitics – and, essentially, an ambiguous European identity or ‘us’ – offers the prospect for ongoing resistance by and with those who find themselves designated as the ‘other’ of the European project in particular or of a cosmopolitics in general.