Olivier started an interesting topic in a non-english speaking forum, I'll try to translate it in English.
Well, that's a complicated topic but it can help to understand each other. Please note that I don't want to start a polemic! I hope my English is good enough to talk about this complicated subject.
What makes you feel American, British, Japanese, Italian, Spanish, Australian, South African, Russian (...etc) ?
Is it just your passport? Or your language, your culture, your origins?
Could you give up your nationality for another one? What makes you proud of your nationality, as somebody living in a foreign country?