"I had this grand idea, that I still have, that the United States was a country where people were treated well if they were seeking asylum, and that they gave it to you," a young woman named Valeria explained during a recent oral history interview. "But I didn't know that applying for asylum would be like this." In this paper, I draw on twenty-five interviews with asylum seekers who recall what they knew and did not know about the U.S. asylum process before they began their migration and the kinds of messages and conversations that contributed to this knowledge. I explore the connection between expectation, memory, and migration, and demonstrate how asylum seekers hold particular images and experiences in their deep memory to be put to use when building expectations about the experiences they will have upon their arrival in the United States. The narrators reveal what happens when their expectations are met with unanticipated disappointments, and explain how they grapple with the discrepancies between the fictional America that exists in their memory and the lived reality of seeking asylum in a system that seems designed to work against them.