Our lives are going to evolve dramatically in the coming years due to the recent explosion of mobile communications. Intelligent Transport Systems and vehicular networks are one of the resulting vertical applications that are currently being designed and standardized. They are built on the concept of the ITS station, a common reference model inspired from the OSI standard. A first set of operational tests is currently being started or executed, leading to a near future deployment and the emergence of this new type of networks. The need for a comprehensive study of the cross-layer identity management, which constitutes a fundamental element of the ITS architecture, motivated the investigation presented here. In this paper, we analyze the major requirements and constraints that are weighing on the station identity, among which are the privacy considerations and the operational compatibility with the safety applications and communications. In a second step, we define a cross-layer framework that fulfils these requirements and analyze, layer by layer, how an ITS station can be uniquely and safely identified, whether it is a moving station such as a car or a bus, or a static station such as a roadside or central station. When needed, we propose our solutions to the issues that have not yet been completely covered. Some of these proposals have been transferred into ETSI standards and will be tested in the upcoming Field Operational Tests.