We review research on expatriates from an identity work perspective, focusing especially on how the cross-cultural transition inherent in expatriate assignments impacts expatriates’ various identities. Identities answer the question “Who am I” based on individuals’ unique characteristics, social roles, and role-related relationships, and membership in social groups. Our review of 40 published articles on expatriates’ identity work is organized around five theoretical perspectives: social identity theory, role identity theory, narrative theory, critical theory, and acculturation and stress theories. After summarizing key findings and observations related to each theoretical perspective, we provide directions for future research on cross-cultural transitions and identity work, especially in terms of expanding the range of identification targets considered, examining the effectiveness of various identity management strategies, and incorporating a role transition perspective more explicitly when studying various forms of cross-cultural work.