In the second half of the 19th century, Afghanistan’s borders were fixed. The Afghan state then had to learn how to police them. This paper offers a history of the travel permit, known across the region as rahdari, to explore how the Afghan rulers mastered the art of governing mobility. The travel permit was an ancient instrument of identification and policing across the Islamic world, but rulers in Afghanistan did not enforce it with consistency. In the last decade of the century, this paper argues, the Afghan state’s war on the Hazaras changed that. The war on this religious minority created a large wave of refugees who tried to escape to India, Persia, and Russian Turkistan. The state did not want them to leave the country. The road guards and border police used the travel permit—now issued in print form—to hunt Hazara refugees and determine who was free to travel and who was not. This documentary identification regime helped the young Afghan state territorialize its authority and taught it how to police people on the road, especially the refugees, the runaways, and the fugitives.