I often get asked where I am from, and routinely state 'Pittsburgh, Pennsylvania', until the question becomes 'Where are you originally from?', when I state "India". Yet the conversation with the 'Where are you from' that sticks in my memory is the following one at the local Indian grocery from some years ago.
Cashier: "Where are you from?"
Me: "Pittsburgh, of course"
Cashier: "No, no, where are you from in India?"
Me: "Why don't you try guessing?"
Cashier: " Punjab? U.P?"
Cashier: " Maharashtra?"
Cashier, looking at my name on the credit card to ring up the sale : "Aha, you must be from Bangalore, with a name like that"
Me: Sails out with a mysterious smile that could mean "Yes, you are right", or "No, you really have no idea."