Shushu is a Turkish Cypriot drag performance artist and the article begins with a discussion of a short film about him by a Greek Cypriot playwright, film maker, and gay activist. The film is interesting in its own right as a documentary about a complex personality, but it is also relevant to wider discussion of sexual and gender identity and categorization in a country divided by history, religion, politics, and military occupation. Shushu rejects easy identification as gay or transgender, or anything else. He is his own self. But refusing a recognized and recognizable identity brings problems, and I detected a pervasive mood of melancholy in his portrayal. The article builds from this starting point to explore the problematic nature of identities and categorizations in the contemporary world. The analysis opens with the power of words and language in defining and classifying sexuality. The early sexologists set in motion a whole catalogue of categories which continue to shape sexual thinking, believing that they were providing a scientific basis for a more humane treatment of sexual variations. This logic continues in DSM-5. The historical effect, however, has been more complex. Categorizations have often fixed individuals into a narrow band of definitions and identities that marginalize and pathologize. The emergence of radical sexual-social movements from the late 1960s offered new forms of grassroots knowledge in opposition to the sexological tradition, but at first these movements worked to affirm rather than challenge the significance of identity categories. Increasingly, however, identities have been problematized and challenged for limiting sexual and gender possibilities, leading to the apparently paradoxical situation where sexual identities are seen as both necessary and impossible. There are emotional costs both in affirming a fixed identity and in rejecting one. Shushu is caught in this dilemma, leading to the pervasive sense of loss that shapes the film.