This paper uses evidence on long-gone historical district boundaries and capitals from the 16th to the late 18th centuries to trace the long-run impact of the colonial state on contemporary ethnic segregation in Mexico. Despite massive administrative reorganization and rural-urban migration since independence in 1821, results show that localities farther from colonial officials at the time hold a disproportionate share of indigenous population today relative to localities that were closer. This result is stronger in areas where the potential for extraction in colonial times was greater and where officials faced fewer checks to their power. Their persistence can be attributed to less productive communal landholdings (ejidos) and more reliance on primary sector activities (agriculture). To disentangle the effect of colonial jurisdictions from conditions that may enable ethnic segregation, I compare localities less than 20 kilometers from each other but that belonged to different colonial jurisdictions and exploit the relative distance to their respective former administrators as a source of exogenous variation. The results are consistent with indigenous groups seeking refuge far from the reach of colonial administrators — an alternative explanation for why ethnic segregation arises and persists over time.