Although I'm not really sure what you're trying to discuss in this topic - I'm guessing national identity within countries and out of countries, compared to Americans? Here are my thoughts...(mind you, I'm posting this late at night, so maybe I am not getting the point.)
Americans often say things like:
"I'm German, Italian and Irish."
Yet they have no ties to the country, ie don't know of any relatives in those countries, nor speak the language (well, except for Ireland

).
More often than not, they, their parents, grandparents & great grandparents - and further back - were born in America. But how can you really claim an athnicity when you have no ties to it?
As for Russ' original comment that "North Americans never identify themselves as North Americans, but from the constituent nations." Well, Europeans do this too: they are Italian, French, Polish, etc. They don't call themselves "European."
As for identifying themselves within their own countries, I know that Greeks, Spaniards and Italians identify with their geographical regions.
Americans also identify themselves by their region: we are from the South or the Midwest or New England, etc. But of course to someone from another country, saying "I'm from the midwest" means nothing to them.