They exist because we believe they do.
Political theorists call this kind of communal belief a “social contract.” According to Rousseau, that’s the mechanism by which we trade individual liberty for community restraint.
“Men are born free, yet everywhere are in chains.”
The Social Contract & Discourses
Thomas Hobbes said something similar in Leviathan:
“As long as men live without a common power to keep them all in awe, they are in the condition known as war, and it is a war of every man against every man.
“When a man thinks that peace and self-defense require it, he should be willing (when others are too) to lay down his right to everything, and should be contented with as much liberty against other men as he would allow against himself.”
In Fortnite terms, life is a battle royale: everybody against everybody else, with only one left standing. As Hobbes famously said, that makes life “solitary, poor, nasty, brutish, and short” — or, as a recent version put it, “For roughly 99% of the world’s history, 99% of humanity was poor, hungry, dirty, afraid, stupid, sick, and ugly.” A social contract suggests we can do better.
Can we really create something out of nothing, by mere belief? Yes, of course — we do it all the time. My daughter can’t figure out why New Year’s Day is a holiday. “It’s just a day!” she says, unimpressed by my explanation that it’s a holiday because everyone believes it is.
Same with Fortnite: as 125 million enthusiasts know, it’s not just an online game, it’s a worldwide reality.
And same with the United States: when the Colonies’ deal with England grew long on chains and short on freedom, the Founders declared a new sovereign nation into existence.
“We hold these truths to be self-evident, that all Men are created equal, that they are endowed by their Creator with certain unalienable Rights, that among these are Life, Liberty, and the Pursuit of Happiness.”
The Declaration of Independence
The new nation was conceived in liberty, but there would be limits. Once war settled the issue of sovereign independence, the Founders articulated a new liberty/restraint balance:
“We the People of the United States, in Order to form a more perfect Union, establish Justice, insure domestic Tranquility, provide for the common defense, promote the general Welfare, and secure the Blessings of Liberty to ourselves and our Posterity, do ordain and establish this Constitution for the United States of America.”
The Preamble to the U.S. Constitution
Different nations arise from different kinds of origins — ethnicities and otherwise — and over time the characteristics of those foundations become informally transmitted and formally codified into their social contracts. The United States, on the other hand, was created out of whole cloth, borne of imagination and belief. Since then, its social contact — like that of other nations — has been and continues to be re-defined and updated through interpretations and amendments to that contract.
Social contracts work because of a brain neuro-network that creates “social intelligence” — a concept Princeton neuroscientist Michael Graziano describes in his book Consciousness and the Social Brain. Social intelligence enables shared awareness: I know that I know; you know that you know; and both of us know that the other knows. That’s how the whole community believes things into existence. According to mega-bestseller Yuval Noah Harari, that’s why humans are the world’s dominant species:
“Sapiens rule the world, because we are the only animal that can cooperate flexibly in large numbers. We can create mass cooperation networks, in which thousands and millions of complete strangers work together towards common goals.
“The real difference between us and chimpanzees is the mysterious glue that enables millions of humans to cooperate effectively.
“This mysterious glue is made of stories, not genes. We cooperate effectively with strangers because we believe in things like gods, nations, money and human rights. Yet none of these things exists outside the stories that people invent and tell one another.
“There are no gods in the universe, no nations, no money and no human rights—except in the common imagination of human beings. You can never convince a chimpanzee to give you a banana by promising him that after he dies, he will get limitless bananas in chimpanzee Heaven.
“Only Sapiens can believe such stories. This is why we rule the world, and chimpanzees are locked up in zoos and research laboratories.”
More to come.
 Rutger Bregman, Utopia for Realists (2016),
 In Hobbes’ terms, social contracts end the battle royale war. Ironically, they also create war — the result of clashing social contracts.