The presence of a westward‐moving frontier of settlement shaped early U.S. history. In 1893, the historian Frederick Jackson Turner famously argued that the American frontier fostered individualism. We investigate the “frontier thesis” and identify its long‐run implications for culture and politics. We track the frontier throughout the 1790–1890 period and construct a novel, county‐level measure of total frontier experience (TFE). Historically, frontier locations had distinctive demographics and greater individualism. Long after the closing of the frontier, counties with greater TFE exhibit more pervasive individualism and opposition to redistribution. This pattern cuts across known divides in the United States, including urban–rural and north–south. We provide evidence on the roots of frontier culture, identifying both selective migration and a causal effect of frontier exposure on individualism. Overall, our findings shed new light on the frontier's persistent legacy of rugged individualism.