This paper examines the functioning of Europe as a utopian space in the films of Lukas Moodysson. Concentrating on Lilya-4-Ever (2002), it argues that Moodysson constructs fragile and complex spaces of belonging which must be comprehended within national and transnational cultural and economic frameworks. It examines how these spaces are constructed visually and aurally, as well as their precise functioning within the narrative structure. In Lilya-4-Ever, Moodysson addresses the utopian promise which Europe holds for those outside its borders. Within the narrative, Europe shifts from a future space of promised personal fulfilment to a space of economic and sexual oppression. Equally, the marginalised economic and cultural spaces of the former Soviet Union become re-imagined as a lost utopia, a space in which the brutal realities of market capitalism are transcended. Yet crucially, this is a space which is marked as impossible, and returning to it is equated with death.