Most of us already do, even if we don't know it ... like "Chicano" or "Black" or "German" or even "Sicilian." Sicilians are Roman-Greek-Norman-African-etc. (My step-mother-in-law is Sicilian :-).
We get confused, I think, by misusing the word "pride." It's one thing to appreciate your ethnic-national heritage ... Polish dancing, Italian food, Irish music, Cherokee crafts. It's good to respect the accomplishments and the hardships overcome by your ancestors. But to think that simply being born from a certain bloodline is an accomplishment in itself, something to be "proud" of, is just an excuse for not accomplishing anything through your own efforts.
Agree completely with your post #139...about the Sicilian thing...I know its true that their bloodlines have lots of other 'ethnic' lines in them...I have often wondered about my husbands family, as all the men are unusually tall for being Sicilians...the granddad was the shortest and he is over 6' tall, which is really quite tall for Sicily, especially during the time when he was growing up...I always just figured that 'tallness', got in there from some ethnic background that they knew nothing about...