This essay tells the story of how Denmark transformed from a very welcoming and tolerant country to one whose prime ministers reassure its residents, “We have the strictest Alien Act possible.” The approach is genealogical, following Michel Foucault, and the empirical focal point is Danish immigration policies as they evolved from the late 1960s until today. This development culminates in the emergence of the “restrictionist policy paradigm,” which associates immigrants with risks like economic burdens, high unemployment levels, crimes, undemocratic attitudes, and the development of ghettos. From the perspective of the welfare project, the immigrants became “risky” as they were profiled in terms of their higher probability of developing suboptimal or dysfunctional behaviors that endanger the welfare state. The Danish experience is analyzed from a broader thesis on the welfare state as caught up between welfarist universality, industrial-capitalist expansion, and sovereign territoriality. Drawing on Foucault’s work, these different logics of statehood are analyzed as evolving constellations of law, discipline, and security. Danish immigration policy mutates over time so that policies of security premised on free circulation gradually give way to discipline and legal sovereignty that block, filter, and segregate immigrants. Alongside this movement toward territorial enclosure, the discursive construction of the immigrant changes fundamentally.