In this paper I concentrate on cosmopolitanism's ‚protean quality’ (Hannerz), its elusiveness and flexibility both as analytical tool and as experience. I explore the life of Agata Gonzáles, a Gitano (Gypsy/Roma) woman from Madrid, tracing the emergence of a cosmospolitan subjectivity. In this ethnographic context, cosmopolitanism appears and disappears from view; changes in character, intensity and effect; and is at some times an ideal, even a day-dream, and at others an unavoidable and fully practical way of dealing with the world. The paper demonstrates the potential fragility of border-crossing orientations and argues the need to acknowledge the anti-heroic qualities of emergent cosmopolitan subjectivities.