Greenland, New Caledonia and Mayotte have one thing in common. They have so far opted not to decolonize formally from their European metropoles. This chapter investigates this puzzle of choosing non-sovereignty in a postcolonial setting. It explores a number of European overseas countries and territories. The chapter focuses on French dependencies in the Pacific and Indian Oceans, and North Atlantic Greenland constitutionally connected to Denmark. It also discusses the limits of the constructivist understanding of sovereignty as a norm, overlooking how sovereignty is discursively stretched and situated. Drawing on postcolonial insights on hybridity and Wittgenstein's language games, this chapter develops the notion of postcolonial sovereignty games to understand how some of the overseas countries and territories manoeuvre in identity politics and paradiplomacy. Within International Relations (IR) theory, sovereign statehood appears as the subject position that allows for international agency. After WWII, local elites across the colonized world insisted that they were ready to have their own independent states.