This paper firstly investigates European citizens and their feelings of attachment to the different territorial levels of the European multi-level system and secondly analyses the effect of these attachments on voting in elections at different political levels. Much interest has been devoted to the issue of European identity, or state vs. sub-state identities in multi-national states, but less concerning a full multi-level system (from local to Europe). Focusing on the individuals, and theories on how they supposedly can feel attached to different levels, three dimensions of multi-level territorial attachments are proposed (level, form and strength). Based on all three dimensions, a classification of different kinds of attachments is proposed. Given the variation in types of multi-level Europeans, the paper then theorizes how this variation can be expected to influence voting-behaviour at different electoral levels. In this way the paper joins the recent critique of the so called second order election theory (Reif & Schmitt 1980). Scholars have questioned the theory’s micro-level foundation and offered other possible explanations to why we find variations in voting/split-ticket voting at different political levels (Hobolt & Spoon 2012). Using both cross-national and a unique Swedish election data set, this paper will combine these two strands of research and focus on the role of different forms of territorial identification to understand voting behaviour at different political levels.