I'm glad me and DBF aren't the only people this annoys! REALLY gets my goat!!
Cue server in Sci-Fi: Where are you guys from?
Us: Wales:
Server (turning to the family in the front of our car): Hey, these guys are from England!!
DBF did inform him that we were in fact, Welsh, and I admit I had to be persuaded by DBF to leave a tip
A server in Le Cellier was the best! He asked where we were from, we replied Wales. Oh the UK?! (We were pleased!) He went on, yeah, I had a family from Wales in last week and I mentioned something about them coming from England.... let me tell you, I'll never make that mistake again

That had us laughing!
The Welsh decendants are funny too! No way, my great great uncle in law's dog twice removed came from Wales!