This article is a summary of the author's experience gained while studying the border areas with compound communities (in ethnic, national, or confessional meaning) in the various regions of Bulgaria, Croatia, Macedonia and Serbia in the beginning of 21st century. There are two difficulties that the researcher faces. The first comes from the fact that the researchers from the Balkans (ethnologists, historians, anthropologists) belong to one of the researched traditions; the second difficulty arises from the inadequate understanding of the history of those border areas, as well as the predominant primordial concept of national identity. Hence, the question is about regions of dispersed interwoven cultures, in which the tradition of contacts and conflicts made a unique cultural pattern. The comparative studies in theses regions require, according to the author, a new understanding of the reasons, ways and patterns of the 'construction' of national identities on the Balkans.