Here in Vietnam, I've been assigned many different nationalities, the least of which Vietnamese.
This year, I taught this small group of engineering students for 5 whole months, and the whole time they didn't know was actually Vietnamese (by ethnic). And even after they've heard Vietnamese coming from my mouth during our farewell dinner, one of them leaned over and asked me, "How many years have you been learning Vietnamese?" I said, "Since I was born."
When I walk into a local eatery not usually catered to foreigners, waitresses have a panic look on their faces and tell each other, "You go serve him." Then I have to quickly put them at ease by saying something in Vietnamese. And even then, most of the time they still think I am a foreigner who can speak the local language.
I have noticed so far that people tend to trust their eyes more than their ears.
But there have been a few occasions where someone would tell me that he or she knew for sure that I was Vietnamese the first time he or she saw me. In these situations, I'd like tell them, in English, that I am actually Mexican, from Haiphong, living in Dalat, with an American passport, and can speak Vietnamese with a Saigon accent.