While in political debates identity is often considered as given, scholars of social sciences concentrate on the formation of new and particularly transnational identities. Insights from nationalism reveal mechanisms of identity formation but European integration has taken its own way. We introduce different concepts of identity formation on the European level arguing that multiple identities are common and may take different forms. To observe identity formation, it is not only useful to look at elite and mass surveys but also to consider the public sphere. Though media are predominantly national, different studies show that their coverage Europeanizes. We think that valuable empirical evidences of European identities can be gathered from comparative media analyses focusing on common European frames and references made to a European imagined community. These identity formation processes take place in different policy fields. We argue that foreign policy is particularly appropriate to witness identity narratives at work. In search for a role in world politics, the EU has to revisit its fundamental values thereby contributing to European identity formation.