This article examines a group of ‘fitting in’ narratives told by students with different migrant backgrounds in focus group interviews. These narratives indicate shared experiences of adaptation and transformation among these students in Madrid’s multilingual/multicultural schools and Spanish society. It is argued that these narratives were told in interaction and constrained by the moderators’ development of the topic-talk at hand, emerging only as answers to questions related to personal experiences of social exclusion in and outside school, as well as those related to group relations at school. They presented a pervasive use of ethnic categorization, which is analyzed in relation to narrators, the problematic event, and the moral order displayed in these narratives. As an interactional device, ethnic categorization served different purposes: (1) to index intragroup solidarity (‘we’ versus ‘other’); (2) to signal opposition and comparison among students with different migrant backgrounds (‘them’ versus ‘them’ or ‘them’ versus ‘us’); (3) to attribute different degrees of moral agency to narrative protagonists. All in all, these narratives display the moral order of school integration and open a window of understanding to the challenges faced by immigrant origin students in Spanish society.