When political leaders single out an immigrant group, does the group seek membership in the polity or withdraw from it? We show the answer depends on what membership costs. Threat raises the protective value of citizenship but lowers the value of committing to a hostile polity, so the response turns on the price of naturalizing and the strength of outside options. Using administrative data and synthetic difference-in-differences, we find that Mexican-born naturalizations rose 24 percent after 2016, when anti-Mexican rhetoric peaked, while Chinese-born naturalizations fell 34 percent after 2020, when the rhetoric turned toward China. Mexicans may hold dual nationality; Chinese nationals must renounce theirs. In both groups higher education pulls the response downward, dampening the Mexican increase and deepening the Chinese decline, and adjacent untargeted groups do not move. Targeted threat does not merely change attitudes: it changes who joins the electorate.