Studies of identity constitute one of the most dynamic areas of sociological inquiry. In the light of global changes - economic, political and cultural - the overall structure of social and personal identifications is under a constant process of reconstruction. ‘Becoming a Citizen of the World’ is a research project designed to explore how identities change, especially in circumstances of transnational mobility, and to engage with theoretical discussions on cosmopolitanism. The inquiry is based on the analysis of 25 autobiographical narrative interviews with transnational individuals. The process of analysis employs three different analytical models - the formal structural analysis of Schütze, the narrative ethnography of Gubrium and Holstein, and the fuzzy set analysis of Ragin. The overall research process focuses on two main strands of the academic discussion: theoretical, dealing with transnationality and identity; and methodological, exploring innovative analytical approaches to biographical data. The investigation of cosmopolitanism focuses on biographical dispositions, perceptions of mobility and identity adjustments. It considers biographical elements that constitute empirical indicators for cosmopolitanism and the idea that cosmopolitanism is an outcome of the reconstruction of overall identity configurations. The methodological discussion examines the differences between analytical models - allowing for a systematic exploration of the different levels of transnational biographical experience, including meaning-making, transnational practices and emotional attachments, which add up to the formation of identifications beyond the nation state. It engages with the issues of validity, generalisation and dissemination of biographical research, and contributes to the discussion concerning methodological cosmopolitanism. The multi-dimensional findings suggest that autobiographical narrative data offer fascinating insights into identity formation processes and that the data can be analysed most effectively through a combination of complementary analytical models, each of which provides a unique perspective on the subjective experiences of transnational individuals.