Several key actors -- police, prosecutors, judges -- can alter the course of individuals passing through the multi-staged criminal justice system. I use linked arrest-sentencing data for federal courts from 1994-2010 to examine the role that earlier stages play when estimating Black-white sentencing gaps. I find no evidence of sample selection at play in the federal setting, suggesting federal judges are largely responsible for racial sentencing disparities. In contrast, I document substantial sample selection bias in two different state courts systems. Estimates of racial and ethnic sentencing gaps that ignore selection underestimate the true disparities by 15% and 13% respectively.