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To apply for refugee status, you must find your way to a U.S. Embassy or Consulate or, preferably, to an office of the UN High Commissioner for Refugees (UNHCR). There, you will be asked to prepare and submit USCIS Form I-590 and other documents, including a promise by a U.S. sponsor (usually an organization) to support your resettlement efforts. But that's not all.
You'll be asked to provide proof of your persecution and a detailed affidavit explaining what happened and why you are afraid to return to your home country. The affidavit is particularly important and should spell out the details of what has happened to you and what you fear would happen if you returned. (It's not enough to say something general like, "I was persecuted." To learn more about the kinds of persecution that may entitle you to protection, see Nolo's article Asylum or Refugee Status: Who Is Eligible?) You'll also need to undergo a medical examination.
After submitting your application, you will meet with an overseas asylum officer who will make a decision on your case. If approved, you will be given a visa that you can use to enter the United States. If your application for refugee status is denied, there is no opportunity for appeal.
Applying for Asylum Status

How you apply for asylum status depends on whether you are at a U.S. border or entry point (such as an airport) or already in the country.
Applying at U.S. Borders and Entry Points. If you're at the U.S. border or airport and have a valid visa or entry document, it's best to use that to enter, without raising the issue of your need for asylum. If, however, the U.S. officials don't want to let you in, you can explain that you fear returning to your home country and ask to apply for asylum.
At that point, things will move very quickly. You may be put into a detention facility while you wait to be sent to a "credible fear" hearing with a USCIS asylum officer, which usually happens within a day or two. The officer does not have the power to approve your request for asylum -- only to decide whether you truly seem to be afraid of persecution and, therefore, deserve to have a judge hear your case. However, the officer has the power to deny people's requests and send them home without further appeals.
If you convince the asylum officer that you have a credible fear of persecution, you'll get no more than seven days to prepare to see an immigration judge -- which can make it very hard to find an attorney and properly prepare your case.
Applying in the U.S. If you successfully make it past a border or entry point and into the United States, you'll have more time to apply for asylum. In fact, you can take up to a year after entering the United States to start the process. (If that deadline has passed, talk to an attorney -- exceptions are possible, and the USCIS may show leniency when it comes to the deadline.)
Your first step in applying for asylum will be to fill out USCIS Form I-589 and mail it to USCIS together with other documents you'll be asked to provide. One of the most important will be a detailed affidavit which needs to contain specific facts that you're prepared to explain orally, as well. It's also wise to include documents that back up your claim. Documents of a personal nature are ideal, such as a newspaper article about your arrest, a group membership card (if affiliation with that group led to your persecution), or medical records showing injuries you suffered from being beaten or tortured. Even if you don't have this kind of documentation, a well-prepared case should show that conditions in the country you fled from match what you've described in your affidavit. For example, if you're claiming that the government regularly threatens dissidents, it would help to have international press articles or reports by human rights organizations confirming this.
Within weeks, you'll be scheduled to attend an interview at a USCIS asylum office. An attorney can help you prepare for the interview and even attend along with you. If you don't speak English, you'll also need to bring your own interpreter to the interview.
If the asylum office denies your case, it will refer you to immigration court. There, you can present your case again, to an immigration judge -- and add more documents and evidence, if needed. Your own attorney will interview you in front of the judge, after which an attorney for the U.S. government will question you. The judge can ask more questions, as well. Such hearings can go on for hours and still not finish. It's common for them to be rescheduled to continue on another day.
If the judge denies your claim for asylum, you can appeal it -- first to the Board of Immigration Appeals (BIA), then to a federal circuit court, then on up to the U.S. Supreme Court.
Getting Help With an Asylum Application

As you can see, applying for asylum is not an easy process. The forms you fill out are just the beginning -- the key is putting together a convincing account of what happened to you and your ability to stand up to questioning by an immigration officer (and potentially an immigration judge).
It's best to hire an attorney, if possible, to help you with the asylum application and the review process. Some nonprofit organizations will provide free or low-cost attorneys to low-income asylum applicants, which can be important since you could spend years pursuing your application for asylum while having no right to work in the United States (as discussed in Nolo's articleWhen Asylum Applicants Qualify for Work Permits). Or you can use Nolo's Lawyer Directory to browse in-depth profiles of immigration attorneys near you.