Where are the Americans?

My mom sent me this joke...

A Russian arrives in New York City as a new immigrant to the United States . He stops the first person he sees walking down the street and says, "Thank you Mr. American for letting me into this country, giving me housing, food stamps, free medical care, and a free education!"

The passerby says, "You are mistaken, I am a Mexican."

The man goes on and encounters another passerby. "Thank you for having such a beautiful country here in America ."
The person says, "I not American, I Vietnamese."

The new arrival walks farther, and the next person he sees he stops, shakes his hand, and says, "Thank you for wonderful America !"
That person puts up his hand and says, "I am from Middle East . I am not American."

He finally sees a nice lady and asks, "Are you an American?"
She says, "No, I am from Africa ."
Puzzled, he asks her, "Where are all the Americans?"
The African lady checks her watch and says, "Probably at work."