Since long time, analysts have tried to understand the phenomenon of state failure in order to help policymakers to find methods of prevention because it has become necessary to understand this phenomenon to prevent failure, but also to assist the failed states in state building. This first chapter focuses on the definitions of nation-state and state failure, and the different criteria which characterize failed states. These criteria will enable to study the cases of two territories weakened by the former Yugoslavia and its breakup: Macedonia and Kosovo.