In today’s world, cultural, social, and economic relationships increasingly transcend national borders. This coincides with high levels of migration and physical mobility across the globe. Therefore, this study investigates the degree that migrants participate in such transnational phenomena and how this participation relates to their integration in the country of residence. To address these questions, the cross-border relationships and practices of Turkish and Romanian migrants in Denmark, Germany, and Italy are examined. The study analyses the degree to which migrants are transnational, by which factors migrants’ transnationalism is determined, and whether transnationalism impacts the social and identificational integration of migrants in their country of residence. With respect to identification, not only the national but also the local level is taken into focus. The use of a unique quantitative dataset allows the study to address the often-voiced need for further quantitative findings on migrants’ transnationalism in Europe and particularly the lack of cross-national studies in this field. Additionally, the analysis goes beyond migration research’s typical focus on transnational connections between migrants’ country of origin and country of residence. The results show that the level of migrants’ transnationalism strongly differs between the measured dimensions of this phenomenon. Moreover, transnational connections and practices of all samples go beyond the dichotomy of origin and residence country, stressing the need to incorporate a broader perspective in migration research. The analysis does not find many effects of transnationalism on social and identificational integration. The few observable effects are in part of a positive and a negative nature. Furthermore, these effects differ across the analysed dimensions of integration. Based on these results, the study highlights that transnationalism and integration are not mutually exclusive.