While much of our attention has focused on the demographic changes that attend immigration, less attention has been paid to how immigration is affecting the politics of host societies. This dissertation examines why immigrants participate in their host countries' politics at different rates even when they face common institutional and linguistic barriers. While non-naturalized immigrants are often barred from voting and standing for office, they sometimes participate in less conventional ways. They may, for example, volunteer, sign petitions, and participate in boycotts and protests.Their participation rates in such activities, however, vary dramatically across countries, regions,and even within immigrant cohorts. Even after accounting for diversity in their socioeconomic backgrounds and the integration contexts in which they reside, immigrants must often overcome substantial linguistic and logistical challenges in order to participate in these activities, particularly in the years immediately following their arrival. Likewise, even when immigrants are interested in host-country politics, the high cost of participation might encourage them to "pass the buck" to earlier arrivals, immigrant leaders, or natives possessing superior knowledge and resources. Indeed, it remains unclear to date why some immigrants integrate into their host countries' politics more fully than others despite these constraints. Scholars have proposed a number of theories addressing variation in immigrants' host country political participation, emphasizing factors such as host countries' integration policies, the density of immigrants' social networks, and immigrants' political socialization. To date, however, substantial differences across immigrants remain unexplained even upon accounting for these factors. This dissertation examines the covariates of immigrants' host-country participation. I argue that, all else equal, immigrants perceiving linked fate--a sense that their life chances are tied to those of others--are more likely than others to participate in their host countries' politics. Specifically, I extend and generalize U.S. theories of linked fate to immigrants in Europe, arguing that linked fate can enhance such individuals' political efficacy--their belief that they can have an impact on politics, either individually or through their groups--and facilitate their mobilization. To test these hypotheses, I conducted an original survey of 613 first-generation immigrants from Italy and Turkey in three Swiss cantons with significantly different integration policies. I find that individuals perceiving linked fate with other immigrants on the basis of their foreign origins may be more likely than others to engage in Swiss politics. Likewise, Sunni Muslims perceiving linked fate with other Muslims may participate in politics more often than other Sunnis. In addition, I find preliminary evidence that linked fate increases political participation by increasing immigrants' probability of in-group mobilization and enhancing their sense of internal efficacy--the sense that they understand how to participate in politics. To my knowledge, this dissertation represents the first comparative analysis of the relationship between immigrants' linked fate and host-country political behavior in continental Europe. My findings challenge the predominant hypothesis that immigrants identifying with minority ethnic or religious groups participate in host-country politics to improve their self-esteem. They are also robust to variations in immigrants' origins, socioeconomic characteristics, and the integration contexts in which they reside. Ultimately, this dissertation suggests that the linked fate concept provides important insight into how immigrants' identities shape their political incorporation.