From a makeshift tent in the woods outside Paris, Edita - a transsexual prostitute from Ecuador - services her clients. "I've been deported five times", she says cheerfully. "If you don't have a settled life, you have to be prepared for anything." Despite her precarious situation, Europe has become Edita's new home. She's determined never to return to Ecuador.

In contrast, Zakari, a former army officer from Algeria, would go home if he could. After a decade of living illegally in Germany, he's tired of the makeshift life. "Ten years of no papers, no home, no family, no work. The life of a tramp." But having deserted from the army, he faces a long prison sentence if he returns. However, even this does not quality him for refugee status. With no money and constantly worried about being caught, he lives a half-life in the shadows. "I can't go into a bar and order a coffee for €2. If I work very hard, I let myself spend €10 euros at once but I can only afford to do that once every three months. That's all."

Like Zakari, Malika, a Chechen refugee, is desperate to return home. But the Russian invasion of Grozny has made that impossible. Now, after years in a refugee camp, she is granted a temporary Polish visa. However, she remains daunted by the tasks still ahead. "I have to build a new life here. It's not easy at my age."

At least Malika has a degree of stability from her visa. Millions of immigrants find themselves trapped in Zakari's position. They may be in Europe but without the proper papers, they are still shut out. "If you've got papers, you're in Europe. If not, you're not!"

While Malika, Edita and Zakari struggle to make new lives in Europe, Oumar and Prince are still trying to get in. "I can see Europe. It's only 25 km away but I still can't get across. It drives me mad!" confides Oumar. After a perilous journey across the African desert, he's finally made it to Ceuta. But the hardest task is still ahead: crossing the Mediterranean to Spain. "Everything I endured on my travels through the desert. All the suffering. It can't have been in vain."

With no money to pay smugglers, Oumar has decided to try and swim across. "I'm an African, not a European. I can't afford a life jacket!" he jokes. Instead, he has rigged together a basic float from two plastic bottles which he plans to rest on when he gets tired. "I have to take risks or I'll never get to Europe." After hours of swimming in the cold December's sea, he reaches the Spanish coast - only to be arrested by border police.

These five interwoven, very different, stories, illustrate the uncertainty, hardships and frustration of life underground for Europe's millions of illegal immigrants.