I work for a company with a lot of UK national pride involved and I get a big kick out of speaking to someone, especially one of the senior execs who has come up through the rough and tumble ranks, when they don't know I am American. Sometimes I get a comment about "why are we hiring Americans now", but for the most part everyone is ok once they adjust and think its pretty neat that I chose to work there and move to the UK. I DID accidentally delete the UK from a data-based map I was making earlier this week - my boss will inevitably get weeks of jokes out of that for the forseeable future.
I do get tired of comments about gun control, however.