The concept of ethnicity has been largely omitted from recent interpretational models in European prehistoric archaeology. However, eagerness to avoid the problems associated with its past uses has left us with difficulties in talking about important aspects of collective identities in the past. This has become particularly clear as increasing attention has turned to understanding processes of migration and their underlying social dynamics. Here, we argue that a concept of ethnicity cast along the lines of Rogers Brubaker’s ‘ethnicity without groups’ provides us with a possibility to avoid the conceptual baggage of essentialist and static views of ethnic identities. Instead, it stresses the dynamic nature of collective identities and the social and political use of ethnicity. This is especially useful, we argue, for the study of prehistory and in periods of profound change, such as situations of migration. We use the historical Migration Period as a foil to discuss the Early Neolithic Linearbandkeramik and the third millennium B.C. Corded Ware and Bell Beaker phenomena to demonstrate how group-making and ethnicity formed and were transformed during migration processes.