In this essay, I argue that Pierre Rosanvallon's relatively unknown work allows us to see why political parties play an essential role not only in democratic politics, but also in democratic societies in a broader sense. I begin by drawing a contrast between premodern societies, in which social order was perceived as naturally given, and modern societies, in which this is no longer the case. I then explain how modern political parties came into existence in order to compensate for this lack of natural order by creating political identities, by shaping political debate and by partly transcending particular interests. Although political parties thus help democratic societies, they also create new problems. After discussing these problems, I show how the totalitarian idea of a society without political parties creates an even bigger problem for democracy. I conclude the essay by discussing challenges that political parties face today.