Maybe I'm missing the joke, but Yakov Smirnoff was in Moscow on the Hudson.
Also, Bronson Pinchot certainly ended up *playing* ethnic in his two best known roles ("Sometimes the world looks perfect, nothing to rearrange..."), but his actual background was as all-(NYC/LA)-American as it gets:
Pinchot was born in Manhattan, the son of Rosina (née Asta), a typist, and Henry (originally Poncharavsky), a bookbinder. His mother was Italian American, and his father, who was of Russian descent, was born in New York and raised in Paris. He was raised in Southern California, where he graduated from South Pasadena High School at the top of his class and was appointed valedictorian. He earned a full scholarship to Yale University, where he was placed in Morse College. He graduated magna cum laude. Pinchot began his Yale career in fine art, but after he was cast in a college play, a casting director discovered him, which resulted in his film debut, Risky Business.
I actually remember him pretty well as the jerk from Risky Business. Somehow I've also seen several interviews with him over the years - he talks about how his only interests were sex and cocaine - he's very detailed and graphic about this. He does not entirely connect this with the faltering of his career, but I do.