The present paper unfolds questions that emerge as part of an ethnography that, since 2021, seeks to investigate how the state shapes the everyday lives of people submitted to extra-prison forms of control in São Paulo, Brazil. Following a research agenda dedicated to prospecting the carceral experience from the perspective of the relational threads between the inside and outside of prison’s walls (Cunha, 2015; Cunha, Mallart, 2019), it departs from the idea that being submitted to legal determinations such as the usage of electronic monitoring, provisional liberty, parole, and the so-called "open regime", for example, shapes domestic, social, individual, and urban life and creates particular ways of experiencing punishment at the ‘borders’ between the streets and prisons. This paper, deepening some of those questions, aims to discuss how extra-prison forms of control are put into action through threads of illegibility and opacity (Das, 2004) in the margins of the state. Field research conducted with people bound to the criminal justice system from the ‘outside’ of prisons has shown how the disjunction between people and the legal world that, ultimately, defines their material possibilities of existence, places people in a constant state of uncertainty, threat, and vulnerability towards judicial determinations. As suspicion occupies the space formed between the law and its application, negotiations and disputes between local expressions of power—police officers, crime authorities—add density to the state’s threads of opacity (Das; Poole, 2004) and define possibilities of sanctioning, freedom, and incarceration. Thus, in addressing the making of everyday state through the investigation of how punishment is put into action in its margins, this paper sheds light on the role of the state’s politics of illegibility in the production of everyday punishment and on otherwise unseen practices of control over people that seem always on their routes back to prison.