I have always wondered exactly what an ethnicity is.

eth·nic·i·ty   /ɛθˈnɪsɪti/  Show Spelled[eth-nis-i-tee]  Show IPA
noun, plural -ties.  
1. ethnic traits, background, allegiance, or association.
2. an ethnic group: Representatives of several ethnicities were present.


http://dictionary.reference.com/browse/ethnicity

When my Kentuckian wife and I were married in Paris, Kentucky, we had to register at the County Court for our marriage license.
At one point the three older ladies behind the desk were huddled together in debate.
Knowing they were working on our application, I asked if I could help with their discussion.
They informed me that they were unsure what to put for my ethnicity, as they were wondering if I was "white/caucasian" or "Scottish".
Therefore I asked them to write "Scottish" in the form, and that is what is on our marriage license.
True story! *grin*

An ethnic group, simply, is a group of individuals from a race within a certain nationality.

For example, Caucasian is a race, but German is an ethnicity. Get it?

Yes, thank you.

http://www.cedarseed.com/fire/humantypes2.html Good for visual references

Something to relate to within ones own identity.