What I find amusing is how americans don't say that they're from the US but from their particular state when somebody asks them where they're from. For instance, when you ask someone from Europ where they're from, they will answer with their country's name, but if you ask someone from the US they would say something like "I'm from Montana" or "I live in California".
It's funny if you ask me, but I believe it diminishes the feeling of national unity to call yourself from a "state" instead of your country, although they have proven me wrong a lot of times with their wicked redneck agenda... Just my two cents as a foreigner.