Narratives, it is often said, help us make sense of the world. They structure reality and reduce complexity. Yet narratives, we argue, are also visionary. They open up worlds, they allow us to imagine alternative realities and render a matter urgent. In our study of counterterrorism exercises for the German police we examine the ‘governing forces’ of narratives: Narratives help to connect the dots and create a sense of how new forms of terrorism have entered urban life, thus making new forms of security responses seem indispensable. They also help bring the police trainees close to the realness of a threat as well as of the training situation. ‘Naming the city’ where terror attacks have happened works like a vehicle that transports the experience. Bringing approaches of narrative criminology into dialogue with studies of governmentality allows us to capture the forms of subjectivity that the trainings produce. Rather than a top-down endeavour of the state, security is better understood in how it is put into practice – and how the unforeseeable is meant to be embodied.