As countries experience structural transformation, a large portion of the rural population migrates to urban areas. A recurring question within social scientific fields, including economics, sociology, and economic history, is whether these migrants witness economic returns from relocating. This dissertation approaches this question by examining the self-selection and occupational attainment of rural-urban migration in Sweden during the late nineteenth and early twentieth century from a micro-level perspective. It consists of one introductory chapter and four research papers. A novel longitudinal database forms the empirical foundation for three out of the four research papers. Paper I investigates the determinants of rural-urban migration in the context of children leaving their parental homes. The results show that migration was selective on socio-economic status for men but not for women and that households engaged in risk-minimizing strategies by sending children of different genders to urban areas. Paper II analyzes the skill attainment of rural-urban migrants in urban areas. Using a difference-in-differences strategy, the results show that rural-urban migrants immediately upgraded their occupations when arriving in urban areas. However, they also witnessed further gains as they spent time in the urban area. Paper III is concerned with the intergenerational mobility of rural-urban return migrant men. I employ a within-household fixed-effects strategy to show that return migrants experienced substantial gains from temporarily moving to urban areas. Paper IV investigates the labor-market assimilation of rural-urban migrants. By contrast to the optimistic findings of the previous papers, I show that migrants never succeeded in converging with urban natives in terms of labor market outcomes. Taken together, the results show that at least migrant men were positively selected on socio-economic background, although most migrants originated in poorer households. Rural-urban migrants succeeded in improving their labor market outcomes after relocating but never reached the same heights as the urban born.