Research into the identity of residents of Kaliningrad Oblast is characterized by a combination of close attention to the ideologically significant factors of its formation and its deficit in personal belief and mindset issues. At best, researchers talk about stereotypes of public opinion and enduring mythologems. The authors seek to fill this gap by offering a look at identity as a reflective project supported by narratives and controlled by social practice. The purpose of the article is to show shifts in the understanding of the surrounding reality that took place in Kaliningrad society at the beginning of the 21st century and to the nature of their influence on the self-identification of Kaliningrad residents. The authors relied on a series of interviews conducted in the summer of 2020. The results of content analysis of text materials were compared with findings by other researchers and sociological survey data. The analysis showed that Kaliningrad society is characterized by opposing cultural phenomena: “Delays,” i.e., comprehension of ongoing changes in categories relevant to the previous era, and “getting ahead,” the use of narratives and practices characteristic of postmodernity. The authors suggest that the level of pluralism achieved by Kaliningrad society, based on a combination of modern and traditional values, provides the identity of the oblast’s residents with the necessary stability. However, the contradiction between identity retention policy within traditional statist ideas and the reflexivity of modern society, in which an individual is not bound by traditions and ascriptive relations, can upset the existing equilibrium.