Using data from a new question in the 2011 UK census, national identities across minority ethno‐religious groups in England, Wales and Scotland are compared. The findings not only substantiate earlier work showing high levels of British identification among minority groups but also demonstrate that this does not extend to sub‐state national identities. The extent of sub‐state national identification varies between different minorities, but the nature of this variation also depends on the specific (sub‐state) national context. The findings may be understood in relation to key biographical ‘markers’ of national identity. These markers help explain variations in sub‐state national identities to a much greater extent than British identity, but their effect also varies across the different nations. The analysis demonstrates the importance of examining sub‐state as well as state (British) identities and heeding differences in the ways in which these identities might be conceived and asserted across national borders within the same state.