Much of the political science literature suggests that a cohesive political community is advantageous, if not a precondition, for a stable democracy. Forging a cohesive community is obviously a more complex matter in a multi-ethnic setting. This article will consider the prospects of building political communities in the Baltic countries – three countries that, to various extents, struggle to balance ethnic pluralism, nation-building and democracy. The article examines the relationship between political community and democracy from a theoretical perspective, followed by an outline of the nation-building strategies taken by Estonia, Latvia and Lithuania after re-establishing independence in the early 90s. Drawing on survey data, we will use territorial attachment to tap the sense of political community in the three countries. Notably, our figures disclose that most of the Russian-speaking minorities in Estonia and Latvia identify themselves as 'Russians', and not at all with the country they reside in. This suggests that the contested issue of citizenship rights in the two countries has not been particularly conducive for creating cohesive political communities. We then move to the political regime and set out to examine the character of regime support in the three countries. Can we envisage solid support for democracy and its institutions in the absence of a cohesive political community? As it appears, regime support is not contingent on territorial identity. Our data disclose that many Baltic inhabitants draw a clear distinction between their own experiences with different political systems and what they perceive as relevant regime options today.