Individual With white skin, born in Africa then comes to live in America.
Nationality (country): African-American
Ethnicity: Depends on the ancestry of that person in particular.
It's easier if you try to understand the differences between Race, Ethnicity, and Nationality.
I am to lazy to explain it all myself, so I turned to google, and searched you a good summary because it's night time and I'm sleepy. But it is pretty dead on.
"Race refers to people grouped together rather arbitrarily based on skin-color by most colloquial American/English standards. Frankly, it has very little solid basis on anything other than historical sociopolitical biases and agenda, but sadly it still has very large clout in politics and society. Examples would include black, white, asian, etc...
Nationality generally refers to what country you are a citizen of (Canadian, German, American, Japanese).
Ethnicity vaguely refers to what "original" socially and linguistically-coherent group of people one is descended from. This is different from nationality since while most people living in Germany and Austria are citizens of their respective countries claiming their respective nationalities, for the most part, they all belong to one German ethnic group sharing a pretty common culture and language (while many immigrant groups live in these countries and can claim German or Austrian nationality, they aren't ethnically German).
So, I am a Caucasian/Asian mix so I am an ethnic cross of Vietnamese, French, etc., a racial mix of white and asian, but holding American citizenship.
It's kinda confusing because many countries and nationalities unlike the US or Canada base their state's existence on one supposedly-united and coherent ethnic group. Thus Finland is for the Finns, Koreans for the ethnically Korean, and so on. So even if someone naturalizes and becomes a Korean or Finnish citizen, certain native Koreans or Finns would have difficulty accepting their nationality since in their eyes ethnicity and nationality are so closely tied in their countries.
Not to further confuse/add exceptions, but very occasionally, "race" can refer to a certain ethnicity--such as "The Japanese race" although you don't hear this use much more nowadays, and in Canada, the French speaking province of Quebec was called a "nation within Canada" by the prime minister."