Gods of Jade and Shadow by Silvia Moreno-Garcia. Casiopea frees a Mayan death god from a chest in her grandfather's house and gets pulled into a road trip across Jazz Age Mexico. Written by the author of Mexican Gothic, an actual example from the actual prompt, so this entry is practically prompt-legal and I am counting it.
The Winter of the Witch by Katherine Arden. Witches, Russian edition, which is the closest this list gets to a real nationality. Vasya, frost demons, and medieval Rus folklore so vivid you will feel underdressed. It is the finale of the Winternight trilogy, so start with The Bear and the Nightingale and thank me in three books.
A Witch's Guide to Fake Dating a Demon by Sarah Hawley. Two nationalities in one title, which I am calling dual citizenship. Mariel is a plant witch who botches a summoning and ends up fake dating the demon who answered. Cozy, funny, and warmer than it has any right to be.
For the Wolf by Hannah Whitten. Red is the second daughter, and second daughters get given to the Wolf in the Wilderwood. Population of the nation of Wolf: one tall, tired man in a haunted forest. Immigration: one sacrificial girl who did not read the treaty. It works out better than expected.
Angelfall by Susan Ee. The angels here are less choir, more occupying force, and Penryn teams up with a wingless one to get her sister back. The oldest book on this list and still one of the sharpest. An invasion counts as a nationality with bad manners.
That is my ten. If you wandered over from the linkup: hello, welcome, the whole site is basically this post with a search bar. Every book above is cataloged with tropes, ratings, and our spice level scale, and the highest rated fantasy romance list is a good second stop. Not sure which nation to visit first? The book recommendation quiz will issue you a visa in about a minute. Tell me in the comments which fictional nationality you would claim, and whether your list found any actual countries. I read every single one.