You know, in Europe (let's put the new European Union way of thinking aside) most of the people don't recognize American or Canadian to be a nationality at all.
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Sorry to appear antagonistic, but I have never met, conversed or corresponded with anyone from Europe who
didn't recognize U.S.-American or Canadian as a nationality.
in fact, a deep nationality specification is somewhat very popular amongst the 'euro-sceptics' (people who rightly think that EU sucks), for instance I'd say I'm of German (main nationality) Low German (that would be the sub-main nationality) and Hesse-Pomeranian-Westprussian nationality.
Personally, I've only ever seen that sort of genealogic interest in Americans and Thuleans before.