We argue that the traditional split between ethnic identity and mainstream identity as core identities of immigrants can no longer describe the multiple allegiances of many immigrants. Ethnographic and survey methods should be combined to study (the broader concept of) social identity in a context of multiple allegiances that can undergo quick changes. We illustrate the multidisciplinary approach in a study in a highly diverse neighborhood in Antwerp (Belgium). We first present an ethnographic description of the area, followed by a mixed-methods study of identities of the inhabitants of the area. In the survey part we administered various social identity measures (including ethnic, national, and cosmopolitan identity) and asked open end self-descriptions. A factor analysis of these data revealed two factors (identity and belongingness). We conclude that such a multidisciplinary and multimethod approach is needed to understand the immense complexity of highly diverse neighborhoods and their psychological ramifications.