How did intermarriage between African Americans and European immigrants influence how European immigrants learned about race in the United States? In this study, the authors compare the lived experiences of European-born and U.S.-born white women married to U.S.-born black men in Chicago in the late 1930s. The authors find that both groups of women characterized their lives as marked by material, social, and institutional costs, and they experienced these costs as racial boundary policing, racial border patrolling, and rebound racism. The authors argue that through these experiences, European immigrant women learned about the racial hierarchy and the importance of whiteness in the United States. The authors also find that European immigrant women had differing reactions to their race learning. Younger European immigrant women strengthened their ties to white racial community, while older European wives strengthened their ties to black racial community. These findings add to immigration literature that explores how immigrants discover the significance of race, racism, and racial hierarchy in the United States and come to understand and respond to the impact of the racial order on their life outcomes.