Most contemporary discussions of the ethics of migration focus on the justice of restricting rights to migrate; is the state ever permitted to refuse entry to those who would seek to migrate, or does that refusal always constitute an injustice? This talk focuses on a neglected question: what ethical norms remain even after the justice of some set of restrictions is established? I argue that we have good reasons - stemming from the demands of self-government, and from the moral necessity for the state to be understood as an agent - to believe that the demands of beneficence fall on the state as they do on ordinary citizens. These demands give rise to the necessity of developing some particular plan of mercy within immigration law, by which the state seeks to advance the goods of some set of people who do not have the independent right to migrate. This approach to the ethics of migration can be shown to have some critical power in several contexts - although I here consider only two: the reunification of lovers, and sanctions against those who transport migrants without documentation. In both cases, I argue that what the notion of mercy provides us with a more complete moral analysis of how we ought to view our duties in these situations.