In the era of colonialization, states used to trade colonies freely. Sometimes together with their population, sometimes their population was forced to relocate. Of course, it also happened that states were forced to cede their colonies to another state as a consequence of a war. Now people could associate and together become players in this game, too, possibly purchasing land from another state or form an army or rent a private army and force another state to cede certain chunks of land to them. By this way, new states could enter the game.
These days, sadly, states are less open about selling chunks of their territor, because they take an too absolute view of the property rights of their citizens. Of course, those citizens owning land in that area might be against it being sold, but such an unconditional right need not be guaranteed by the state in the first place. Think of it as being similar to an expropriation of property taking place when building a right of way, e.g. for a highway or an airport. Then people get expropriated for the common good but compensated for their losses.
We are witnessing the process of Islamization, this time in Europe, which will cause the indigenous population soon to become a minority in the lands which formerly had been theirs. Now I am not against them reconquering their lands by force, but another option would be to found an association, which would collect capital for a potential land purchase or in order to rent or financially support an army. (The latter, for instance, was done by the Albanian population of Kosovo to support the Kosovo Liberation Army.) As long as the capital is not needed for the land purchase, the association would just invest it like an ordinary investment fund. And the leadership of this association would be accountable for it as the association would be a legal corporation seated in a state with a functioning legal system. All this just like the Jews did when they aimed to found their own state of Israel
After the new state got founded, the capital investors would be alloted pieces of land in the new territory, according to the amount of capital they contributed. This means that immigrants to the new state need not have been investors before, nor does it mean that people would invest only if they want to immigrate themselves. It might also be just an ordinary investment like any other, with the investor hoping to gain a high profit from later selling the land later to somebody else.
For examples, look at the investment funds and association which founded Jamestown and New England, from which the United States emerged.
On what common grounds would people associate with each other nowadays? The important factors are how well people get along with each other in common life and, most importantly, how they want their new state to look like, what legal system they want. It is similar to a political party, with its members sharing a lot of political views and ambitions, however, it need not be limited to it. Not only political views count, but also how well the people are able to abide by the required rules and meet the demands made to its citizens by the planned society.
How the state must carefully control immigration and procreation, I already clarified in an earlier post.
