Demonym

Definition: Noun. The name for a person of a locality that is generally derived from that locality

Related words: Exonym – a term used by outsiders to describe a specific group (e.g., Eskimo)
Endonym – a term used within a specific group (e.g., Inuit)

Etymology: the word was coined by George Scheetz in his book, Names’ Names: A Descriptive and Prescriptive Onymicon (1988). The term is derived from the Greek word demos (meaning “populace”) and the suffix -onym (meaning “name”). The term was popularized by Paul Dickson, a prolific author of word reference books, in his book What Do You Call a Person From…? A Dictionary of Resident Names published in 1990.

Common demonyms:
African from Africa
Alaskan from Alaska
American from America
Bahamian from Bahamas
Bostonian from Boston

Irregular forms:
Dane from Denmark
Glaswegian from Glasgow
Neapolitan from Naples
Swiss from Switzerland
Venetian from Venice

For further reading: What Do You Call a Person From…? A Dictionary of Resident Names by Paul Dickson, Facts on File (1990)