Gotland, Åland, Saaremaa, Hiiumaa and Bornholm are five islands in the Baltic Sea which constitute, or have until recently constituted, provinces or counties. Combining perspectives from the fields of island studies and history, this article investigates how regional history writing has contributed to the formation of regional identity on each island since the year 1800. The special geographic situation of the islands somewhat secluded from the mainland but also connected to important waterways has provided their inhabitants with shared historical experiences. Due to varying geographic and historical circumstances, the relationship between regional and national identity is however different on each island. While regional history writing has often aimed at integrating the island into the nation state, it has on Åland in the 20th century been used to portray its inhabitants as a separate nation.