Rational choice analytic narratives claim to take seriously the way real actors form their beliefs. I argue that a commonly applied formal technique—perfect Bayesian equilibrium—inadequately accounts for realistic beliefs, unnecessarily impoverishing analytic narratives. I propose an equilibrium concept drawn from cognitive psychology—support theory equilibrium—that provides an accurate account of beliefs within a formal analytic narrative approach. I ground both the critique and the alternative in a discussion of ethnic mobilization in Yugoslavia. The result is a behaviorally informed analytic narrative that offers a more accurate account of the role of real—including bizarre—beliefs in strategic interaction.