It all depends who I'm talking to and what are they asking.

If I'm talking to an American outside of NY/NJ than I identify as New Jerseyan

If I'm talking to a person when traveling abroad than I identify as an American

When I talk to fellow a New Jerseyan than I identify as immigrant from the country I immigrated from.

When I'm back in my home country I identify as an American to fuck with them and because America is where the home is.