There is a growing need for methods which can capture uncertainties and answer queries over graph-structured data. Two common types of uncertainty are uncertainty over the attribute values of nodes and uncertainty over the existence of edges. In this paper, we combine those with identity uncertainty. Identity uncertainty represents uncertainty over the mapping from objects mentioned in the data, or references, to the underlying real-world entities. We propose the notion of a probabilistic entity graph (PEG), a probabilistic graph model that defines a distribution over possible graphs at the entity level. The model takes into account node attribute uncertainty, edge existence uncertainty, and identity uncertainty, and thus enables us to systematically reason about all three types of uncertainties in a uniform manner. We introduce a general framework for constructing a PEG given uncertain data at the reference level and develop highly efficient algorithms to answer subgraph pattern matching queries in this setting. Our algorithms are based on two novel ideas: context-aware path indexing and reduction by join-candidates, which drastically reduce the query search space. A comprehensive experimental evaluation shows that our approach outperforms baseline implementations by orders of magnitude.