For over twenty years, West African Muslims from the Murid Sufi Brotherhood have organized the annual Cheikh Amadou Bamba Day parade in New York City. It is a major site where they redefine the boundaries of their African identities, cope with the stigma of blackness, and counteract an anti-Muslim backlash. Rather than viewing religion as a subset of ethnicity, this study shows how African Murids interrogate the meanings of religion, race and ethnicity as intersecting constructs. National flags from Senegal, Islamic chants, and banners advocating Black solidarity all indicate a negotiation of terms. Clothes worn during the parade act as symbols and afford them another opportunity to work out these borderlands, especially in contradistinction to African American converts who follow a slightly different course. This article examines how their religious procession creates a Murid cosmopolitanism, allowing them a space in which to reconcile multiple belongings.