This study examines psychological sense of community (PSOC) among participants in the Baltimore, Maryland and Washington, DC Occupy protests. The Occupy protests brought national attention to economic disparities in the United States. The movement was unique in its development of physical protest sites where participants developed communities, piloted direct democracy techniques, and tested out alternative ways of life. The current research examines 24 qualitative interviews using an integrative framework that draws upon sociology and community psychology concepts. This framework suggests that the Occupy movement created a protest space wherein participants experienced positive sense of community at the micro-level (the Occupy site), which often contrasted with their neutral or negative sense of community at the macro-level (the United States). Implications for the study of prefigurative politics are discussed. This research adds to extant literature in community psychology and prefigurative politics by systematically examining multi-level sense of community as an example of prefiguration within a social movement.