Following an overview of the diverse substate policing sector in Africa and the main changes taking place within it, there follows an examination of the complex and dynamic boundaries between state and substate. The boundaries are at times imagined. States are constantly engaged in constructing an image of policing and its boundaries that does not correspond with reality. The boundaries are also permeable: authority, activities and agents pass across the boundary. State and substate are not clearly separated. Such is the geographical overlapping of policing agencies that Africans commonly move into and out of spheres of policing providers. The boundaries are also shifting. Boundaries between public and private, between legal and illegal and between state and substate are subject to ongoing power struggles and negotiation that result in change and reconstruction. The article concludes with some remarks about the potential and risks of utilizing substate policing agencies. Abstract published by arrangement with Taylor and Francis.