Drawing on multi-year interviews with Hispanic-origin immigrants in Dallas, Texas, the author examines diversity in how immigrants holding a range of legal statuses perceive and respond to the risk of deportation. Although many undocumented immigrants understand themselves to be among the most vulnerable to deportation, not all do. Meanwhile, despite their relatively-secure positions in American society, documented immigrants describe sometimes-paralyzing fears of deportation. The author develops the concept of “system embeddedness,” whereby inclusion in the formal records of the U.S. immigration bureaucracy represents a source of risk, to explain these seemingly-idiosyncratic perspectives. These findings suggest that the effects of the contemporary system of immigration law and enforcement are more complex than previously thought, converging to punish undocumented and documented immigrants alike, with implications for the social control of American citizens and noncitizens.