The article investigates the motivations of European local governments to join formalized cooperation initiatives between sub-national authorities, referred to as Euroregions. Micro-level comparative empirical data are brought forward to argue against the European Union portrayal of Euroregions as primarily responding to local or regional policy problems that cannot be dealt with within the national contexts, expressed as filling the gaps. Instead, the paper contends that local government engagement mainly derives from normative beliefs, and when instrumental expectations appear, they are grant-driven rather than policy-driven. The empirical data consist of material generated by 136 interviews with mayors of local governments in six Euroregions, located at three national borders (Sweden/Norway, Hungary/Slovakia and Austria/Germany). Qualitative data from these interviews are used to investigate assumptions, beliefs, and practices underpinning Euroregional membership. © 2013 Taylor & Francis.