The European Union has transcended many of the old prerogatives of national independence bringing about the very function of interdependence among Member States. Within the latter there are sub-state communities claiming simultaneously both self-government and ‘more Europe’. The future intent of this political process in the Old Continent is to make territorial subsidiarity consistent with home rule within European framework legislation and continental institutions. The first part of this article focuses on the idea of a closer European Union based upon the implementation of territorial subsidiarity, as well as on the challenges posed by democratic accountability, multi-level governance and the preservation of the European Social Model (ESM). The second section illustrates some of these challenges in practice through an analysis of how the meaning of independence has developed in a ‘stateless nation’ such as Catalonia. In Spain, the lack of territorial accommodation, together with a long-standing centre–periphery controversy, has fuelled claims for secession by some Catalan nationalists. The conclusions ponder on how ‘cosmopolitan localism’ can optimise both independence and interdependence of stateless nations like Catalonia in the global context.