My last name is most undeniably from a certain country in Europe. It's so distinct that every time people hear it (even though I don't pronounce it the way it would be said in its country of origin), people always say, oh, so your family is from....?
The funny thing is that the heritage on that side of the family is so watered down that no, I really don't have many ties to that nationality. That side of the family has been out of that country for something like 300 years, but we have that distinctive last name.
If anything, the nationality I feel a closer affinity with is the Dutch, since that's where my grandparents originated. Alas, I can't get the guttural sounds out to say such fun things like "gezellig" (which is my non-Dutch heritage father's favorite Dutch word, I think -- he loves to use it to say that something is cozy). However, since I've been learning German, I can read a bit of Dutch, so there's always that.