
Do people actually say that?

but I imagine it would be rude though...
A: Hey, you! Are you a mexican?
B: Yes?
A: Show me some ID!
or maybe not?

> or maybe not?
I don't think it's the same.
"Are you an American?" sounds fine to me but "Are you an English?" sounds absolutely horrible.
I think "Are you a Japanese?" is closer to the second than the first.