Disclaimer: I’m a fan/admirer of Roman Civilization, so please understand my willingness to present things in a certain light.
Also, please keep in mind that modern words, titles, rights, laws, identities and concepts do not apply to Ancient times, to Medieval times or to any other past Age.
Here is a Very Interesting Historical Fact that doesn’t get attention, like at all:
JESUS WAS A Roman! 
Think About it: the Political Power and Real Rulers of that Area in the First Century and for Centuries after was Rome, thus, in a way, you can say that He was Roman, although not a citizen, as far as we know.
Now, for those who think Rome equaled just THE Eternal City or the Latium Region or maybe Italy and/or a few Roman Coloniae, they/you are right, but only for a certain time period, since, after a while, after the Romans conquered all The Mighty Powers and Regional Powers of the Mediterranean (including Judea) and many other less civilized territories, after a certain time, Citizenship was given to all free men living in the Roman Empire.
That didn’t happened during Jesus’ time though, however, he was born and lived in an area that was owned by Rome, thus part of the Roman World and Society, thus by Extention, Jesus was Roman.
Again, for those who argue that someone was either Greek or Roman or Jew (or any other ethnicity/example), that was not the case, as many people identified with their Ethnicity, but also with their Roman Identity/Citizenship and later, all the people under the Empire were considered and considered themselves Roman.