One of O. Henry’s short stories has a character who refuses to say where he is from:

“I’ve been around the world twelve times,” said he. “I know an Esquimau in Upernavik who sends to Cincinatti for his neckties, and I saw a goat-herder in Uruguay who won a prize in a Battle Creek breakfast food puzzle competition.  I pay rent on a room in Cairo, Egypt, and another in Yokohoma all the year round.  I’ve got slippers waiting for me in a tea-house in Shanghai, and I don’t have to tell ’em how to cook my eggs in Rio Janeiro [sic] or Seattle.  It’s a mighty little old world.  What’s the use of bragging about being from the North, or the South, or the old manor house in the dale, or Euclid Avenue, Cleveland, or Pike’s Peak, or Fairfax County, Va., or Hooligan’s Flats or anyplace?  It’ll be a better world when we quit being fools about some mildewed town or ten acres of swampland just because we happened to be born there.”

Of course, this being an O. Henry story, the guy later gets into a fight because someone criticizes Mattawamkeag, Maine, the dorp where the guy is actually from!
O. Henry: “A cosmopolite in a cafe”, pp. 11-15, The Four Million. The Complete Works of O. Henry, Volume 1. (Garden City, NY: Doubleday, 1953.)