In Canada, I'm accoustomed to people asking "What is your background?". It's much more polite, as someone is asking you about your HERITAGE, not where you came from. Ironically, I'm a white woman who doesn't have much of an accent anymore; yet, I'm the only immigrant in my group of brown friends. If anyone ever tells one of them to "go back to their country", I will make a shocked face and cry: "nooo, but I like it here!".
Another irony is that almost all Mexican folks are the REAL native people of North America. Correct me if I'm wrong, but didn't Spanish collonizers mix with the native people who resided in now-Mexico? So, it's Mexicans who should be asking white Americans where they are from; not the other way around.