Even if you never lived in a particular country, you could be a citizen under that nation's laws. In April 2009, changes to Canada's Citizenship Act automatically granted citizenship to many individuals, including but not limited to, those who were born outside of Canada to a Canadian parent. The changes also limited citizenship to only the first generation born outside of Canada to a Canadian parent. Citizenship and Immigration Canada advertised this change in a cute Youtube video (also available in French). As a result of the legal changes, on April 17, 2009, I "[woke] up Canadian."
I was born in the United States and have lived here my entire life. My mother, however, grew up in Canada and was still a Canadian citizen at the time of my birth. The changes in Canada's Citizenship Act therefore granted me Canadian citizenship. Canada has since not only been my ancestors' country, but one of mine as well. Knowing that I am a citizen gave me fresh meaning to my family history research. I have a deeper connection to the research because I don't feel like so much of an outsider. Any actual history I learn is MY history, not just my ancestors'.
The one snag in my new dual nationality status as both an American and Canadian citizen is my complete lack of PROOF of Canadian citizenship. As far as border guards are concerned, I am an American only. Citizenship and Immigration Canada provides all Canadian citizens with the opportunity to apply for a Citizenship Certificate, which serves as proof of your Canadian citizenship. In August, I finally got around to gathering up all of the evidence I need to prove my Canadian citizenship and mailing it in to obtain a certificate. Today, I finally received a letter from the CIC acknowledging receipt of my application.
If you or any of your relatives have close family ties to a country you weren't born in, look into that country's citizenship laws. You may be a citizen and not even know it!
For information regarding Canada's citizenship laws and the Certificate of Citizenship, visit the CIC website.