Well... TIL! (Though, rather obvious thinking about it...) It definitely screws up my generalisation. I thought "North American" would be nice given the U.S. and Canada generally share the same language and culture. Mexico messes with that, slightly. Though, I suppose states like Florida (from my Dexter knowledge) would have similar issues given the high-proportion of Spanish speakers.

Speaking as a Brit, we do (rather ignorantly) generally refer to citizens of the U.S. as "American."