I do not want to get into a debate about the world view of the US or patriotism or anything like that, but this tactic has been used by many people I know for various reasons or another, the most recent being a friend of mine who went to Colombia the same time Bush did his Latin America tour:

If asked, or if the situation arises, CLAIM TO BE CANADIAN.

Again, no offense to any Canadians nor my fellow Americans, just going on what has worked for several friends for various reasons.
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EDC, Mini PSK, PSK, Fishing PSK, Diaper Bag Kit, Portable Office, Vehicle Kit (X2), 72 Hour Kit, 7 Day Kit, SIP Kit and a Kit-Kat. Oh yeah, and a FAK (X10). Now where did I put the Tums?