In the Ethiopia–Somalia borderlands, kontarabaan (contraband) trade is not just a source of livelihood. Over decades of efforts to avoid Ethiopian taxation, it has become an integral part of Ethiopian-Somali identity. This chapter locates today’s cross-border trade practices in the broader context of a century-long effort by Ethiopia and foreign colonial powers to impose effective authority and taxation on the Horn of Africa’s borderlands. Following small-scale traders and other travelers across several borders and checkpoints, it ethnographically explores what Jigjigan Somalis call “the cultural economy” (dhaqan-dhaqaalaha). Examining interactions between border-crossers and border-enforcers, it argues that Ethiopian-Somalis’ egalitarian ethos, long associated with pastoralist culture, has taken specific form in the Jigjiga area through practices of evading taxation and border regulation imposed by non-Somali authorities. The lines between governor and governed, tax-collector and tax-evader, border-enforcer and border-crosser have historically been entangled with ethnic distinctions between Somalis and so-called Habesha ethnic groups from central Ethiopia. Because of this, the advent of Somali-led border security since 2010 has prompted not only new challenges for cross-border traders’ livelihoods but also new debates about what it means to be Somali in the Ethiopian borderlands.