This paper discusses the concept of identity as an increasingly central research theme in Anglo-American Roman archaeology. The first part provides an overview and critique of the issue in recent academic discourse, highlighting some potential theoretical and methodological problems. I argue that, if pursued uncritically, there is a danger that approaches to identity are reducible to the search for diversity for diversity's sake, and even worse, that identity is simply read off from archaeological remains in a culture-historical fashion. In the second part, I use two case studies to outline a new approach to the construction of narratives of identity that emphasizes the constitution of identity through dynamic social practices instead of a direct one-to-one relationship between identity and static material culture. I contend that identity is best investigated through methodologies specifically designed to elucidate aspects of social practice through archaeological evidence rather than simply identify variability in material culture.