This paper examines the perceptual and reasoning processes that underpin regularities in behaviour. A distinction is made between situations as they are, or as described by an omniscient external observer, and situations as agents see or frame them. Different frames can stem from differences in culture, experience and personality, as well as from other context-specific factors. Drawing upon David Lewis’s Convention (1969), I show that consistency between reasoning and experience does not preclude individuals from understanding the same state of affairs differently, and that agents’ beliefs about others’ beliefs may well be wrong. As a result, cases may occur in which conventions are sustained by false but mutually consistent and self-confirming beliefs.