Why is there no labor party in the United States? This question has long stood at the heart of debates about the shape of American politics and social policy. Existing explanations use a “reflection” model of politics, whereby parties reflect pre-existing differences in political cultures, institutions, and cleavages. But an analysis comparing existing U.S. electoral data with newly compiled Canadian data challenges reflection models: instead of difference, the data shows similarity prior to the 1930s, then divergence. Labor party support collapsed in the U.S., and took off in Canada. To explain this, I propose an “articulation” model of politics, which emphasizes the role of parties in assembling and naturalizing different class coalitions. I show how struggles surrounding working class political incorporation during the Great Depression reconfigured class alliances in both countries. In the U.S., FDR and the Democratic Party made the Great Depression a class issue, and used state policy to articulate a liberal-labor alliance that undermined labor party support. In Canada, mainstream parties excluded agrarian and labor constituencies, leaving them available for an independent left political coalition. This foreclosed the possibility of a liberal-labor alliance and allowed the Cooperative Commonwealth Federation (CCF) to take root as a farmer-labor party.