Why is culture the way it is? Here I argue that a major force shaping culture is what I call subjective (cultural) selection, or the selective retention of cultural variants that people subjectively perceive as satisfying their goals. I show that people evaluate behaviors and beliefs according to how useful they are, especially for achieving goals. As they adopt and pass on those variants that seem best, they iteratively craft culture into increasingly effective-seeming forms. I argue that this process drives the development of many cumulatively complex cultural products, including effective technology, magic and ritual, aesthetic traditions, and institutions. I show that it can explain cultural dependencies, such as how certain beliefs create corresponding new practices, and I outline how it interacts with other cultural evolutionary processes. Cultural practices everywhere, from spears to shamanism, develop because people subjectively evaluate them to be effective means of satisfying regular goals.