In Europe the answer depends on who you're talking with. For example if you're in a German train and ask someone where they're from, they might say they are fr

In Europe the answer depends on who you're talking with. For example if you're in a German train and ask someone where they're from, they might say they are from Swabia (a linguistic region similar but not identical to the state of Baden-Württemberg). If you had asked them in a Swabian accent, they would have instead answered with the specific city, e.g. Limburg. If you ask the same person in English while he's on vacation in Paris, he'll say he's from Germany. What people actually identify with most strongly depends heavily on the region; in large cities it's often the city or metropolitan area, but elsewhere it's not uncommon to associate with linguistic regions, kingdoms that stopped existing centuries ago, or your state or administrative district (particularly when it coincides with one of the previous points).