I employ a case study of the Visigoths in the fourth and fifth centuries to analyze the collective action problems faced by roving versus stationary bandits. A roving bandit provides exclusive collective goods to its members. A stationary bandit also provides exclusive goods to its members, but it also provides inclusive collective goods to out-group individuals in its domain. The inclusive goods provided to the out-group are an input to the production of the exclusive goods enjoyed by the in-group members. I describe how the transition from the former to the latter likely involves redefinition of the relevant group, its shared interest, and the type of good(s) that it provides. The Gothic retinues of the fourth century were essentially roving bandits. Having been driven across the Danube into the Roman Empire by an invasion of Huns, a group of these retinues formed the Visigothic confederacy. The Visigoths sacked Rome and were subsequently settled in Gaul, eventually becoming the stationary Visigothic Kingdom. I describe how the Visigothic elite came to recognize an encompassing interest in their domain and drew upon the human capital of the Gallo-Roman senators to provide inclusive collective goods.