What happens to our sense of agency, our general ability to perform actions in our life worlds, in the course of media reception and appropriation? Whilst considering media communication as a special form of social action, this work reconsiders the key concepts of social action theory, pragmatism, communication theory as well as film, game and television theory. It thus integrates agency as the key to understanding ‘doing media’ and at the same time conceptualizes agency as a specific mode of involvement across media boundaries. This approach amalgamates miscellaneous ideas and conceptions such as interactivity, participation, cognitive control, play or empowerment and applies the theoretical considerations on the basis of textual analyses of the films Inception and The Proposal, the TV shows Lost and I’m a Celebrity and the video games Grand Theft Auto IV and The Walking Dead.