Hit me for this TL;DR
Rayflo calls himself American right now, but go back a couple centuries and he's Old English/Saxon. Josak is Mazoku, but is a Big Cimaronian(?) Richie is American Miranda is from the Second Reich of the German Empire, but was born right before during the time of the Northern German Confederation (as it wasn't expanded into the German Empire until 1871). Chad is Japanese/Mexican, and my headcanon says he has double nationality. Soubi is Japanese. Itachi is from Konohagakure (Village Hidden in the Leaves) in Fire Country. Not sure how that gets "nationalized" out.
Dropped Characters: Muraki is Japanese Aidou is 3000-Years-in-the-Future Japanese