Last time I checked, Canada was in North America, so technically, you’re an American, too. Generally, I think most people from the U.S. say their state or city (if it’s a big one.) The reason for this is that, when we say what country we’re from, people always ask, “What part?” There are vast differences in culture, climate, landscape, and even values in different parts of the U.S. Also, because of the film and television industries, Europeans know about different regions of the U.S.A. whereas most of us don’t know much about specific regions of other countries. If someone says they’re from a specific county, it’s most likely because they’re from the South which tends to be more tribal than other places. As for claims to fame, we gave the world jazz, the blues, rock and roll, the airplane, movies, television, the PC, the smart phone, the internet, baseball, basketball, the cures for polio and other diseases, and the fortune cookie. The list is longer but you get the idea why we might be a bit full of ourselves.