Ontarian checking in. Being born and raised in Toronto (the outskirts of which, where I live, are referred to by locals as the Greater Toronto Area, or GTA), that also makes me a Torontonian.
I also lived in Sebright for a while. That made me an idiot.
I’ve heard them call themselves Minneapolitans, but that’s those people on the other side of the river, so we don’t pay them much attention.
Being a native of Indiana makes me a Hoosier (HOO-zher.) Indianian is also correct.
I live in Anderson, so I’m an Andersonian.
I went to Anderson High School, where the students are called Indians.
I know these aren’t specific, but those from Maine and Massachusetts are Yankees. Maine? Down Easter maybe?
Utah? I would avoid mentioning them at all cost. 
New Yorkers is easy enough, but what about Albany? I’ve heard people call themselves Albanians but…already been done and just doesn’t cut it for me. Generally I just say “upstater” anyway, if I have to, though I prefer “from upstate”.
Connecticut checking in…here we are Connecticutions…I too have heard our neighbors to the north are Massholes (no offense, I didn’t make it up)…
A guy I work with is from Maine and he calls the residents of his home state “Mainards” as in, “You ahhn’t really a Mainard until you have three generations in the ground.”
From Maryland, so Marylander… or from Baltimore and Baltimoron.
I’m from New Zealand, you can call me a Kiwi, or more formally, a New Zealander. In New Zealand I’m from Otago, I have no idea what we called ourselves. I don’t think we really made much of a distinction about the province.
Someone from Auckland was an Aucklander
Wellington = Wellingtonian (I think)
Dunedin = Dunedinite
Christchurch = ?
I’m from Leeds and i’m called a loiner, the reasons for which aren’t clear but there are some theories:
Personally I think it’s because we look great in loincloths.
…and the Yoopers call us Trolls because we live under the bridge.
Heh! Lived for a number of years in Altamont (south of Schenectady),and always identified myself a "from UPSTATE New York to avoid people thinking I was from NYC if I said just “New Yorker.” 
That’s why I say it, too, because even New Yorkers think anything north of say, White Plains, is Canada.
I believe that’s against board policy unless in the Pit!
I am a Garden Stater or Jersian, occasionally a New Jerseyans.
I identify as an Italian-American even though I am only ½ Italian.
Ultimately I am an American.
Jim
But I do live within walking distance of the best kebab shop in town…shame I don’t eat the blummin’ things!
Living in Calgary makes me a Calgarian. Since Calgary is in the province of Alberta, I’m also an Albertan.
For a while when I was an Ontarian, I lived in a small town called Stouffville (pronounced STOW-ville). There was always a debate about what those of us who lived in that town were called. The town officials and local media seemed to prefer “Stouffvillites,” but a number of us liked “Stouffvillians” just for fun. Made us sound dangerous.
I’m a Michiganian. To the point where, when the Detroit Free Press* writes Michigander, I mentally pronounce it Michiganian. Michigander just seems silly.
Whoops, make that “Stouffvillains.” Damn spelling… grumble, grumble
I’m from Florida where we’re know as Floridians. (note the vowel change) I know live in Texas and everyone knows we’re called Texans. I also live in Austin and am an Austinite. For other Texas cities, I think it’s Houstonite, San Antonian, but I’m not sure about Dallas (or Lubbock, for that matter. Lubbobkian? 
)