In public debates over multiculturalism in Europe, Islamic values and ways of life are commonly represented as incompatible with Western rights and liberties. Against this background, Muslim minorities have developed generally strong and stable religious identities. This paper asks when and how multicultural cities and ethnic communities give rise to strong and stable religion. Taking an approach from religious boundary making as a heuristic framework, we bring together a series of five studies on the religious identities of Muslim minorities. The studies compare religious group boundaries and replicate boundary making processes (cf. Wimmer, 2008) across ethnic communities and multicultural cities as comparative cases. Drawing on several large-scale surveys of Muslim minorities, our comparative findings illuminate the making and unmaking of religious boundaries. We conclude that strong religion is ‘made in Europe’ as institutional rigidities and social inequalities enforce religious boundary making through social closure and cultural maintenance within ethnic communities.