This article analyzes Performing the Border (dir. Ursula Biemann, Switzerland and Mexico, 1999), Señorita extraviada (Missing Young Woman, dir. Lourdes Portillo, Mexico, 2001), and The Price of Sex (dir. Mimi Chakarova, US, 2011), three documentaries that focus on the ways that poor and disenfranchised women in the hot zones of globalization have been made increasingly vulnerable by patterns of capital expansion. In these documentaries, women who have survived trafficking, rape, and abduction share their brutal experiences in filmed interviews; family members who have lost daughters and sisters describe their profound grief; and each filmmaker includes herself either in the frame or in the voice-over of the film—sometimes in both. Despite their distinct aesthetic investments, these three films share common thematic preoccupations with gender-based violence and filmically constructed justice. Together, these films encourage us to revisit debates about feminist postcolonial ethics in transnational documentary. How might one share the emotional intensity of the other ethically, without projecting a false similarity? What role does a bicultural and bilingual woman filmmaker play in mediating, without collapsing, significant differences between the women whose lives are at stake in these documentaries and the women who make and watch such films? The delicate balance that makes possible a transnational feminist ethics of identification in these films exists in the management of the tension between the voices of the documentary: that of the filmmaker and those of her subjects.