In this article, a multi-sited ethnographic study was taken as a point of departure for exploring how Nordic music teachers, who work in multicultural environments, understand the development of their students' musical agency. The study was based on theories developed within general sociology and the sociology of music, as well as in previous writings on multicultural music education. The data was collected within three lower secondary school music education practices in the immigrant areas of Helsinki (Finland), Stockholm (Sweden), and Oslo (Norway). The findings show that when the teacher interviewees' accounts of development of musical agency are understood and analyzed "in context", the main themes comprise aspects such as shaping identity, regulating the self, expanding social understanding, creating cohesion, and affirming competence. These themes are considered in relation to theories of pluralism and democracy.