I think it’s likely that the non-Americans who equate Chicago with gangsters don’t actually believe that the city is still dominated by Al Capone and his ilk; it’s just that “gangsters” is the only immediate association they make with the place.
I would just like to announce that I really like the word,
“dipthong.”
Anyway, I used to go to summer camp way the hell up in rural Pennsylvania when I was a kid. Many of the summer camps up there used a program that brought Brits and Aussies over to the US to work at the camps, in exchange for paid-for tourism. Many (though not all) of the Brits were convinced they could hop into their rent-a-wrecks and drive down to New York or Washington on their days off to see the sights. (I suppose it would be doable if you left at the crack-o-dawn.) We had to explain to them that it takes a while to drive up and down the whole coast of the eastern US. I’m glad none of them wanted to see LA or San Francisco. 
I’ll admit to having experienced this. Not quite the skis on the roof racks, but certainly Americans prepared for a Canadian winter in July or August.
In the 1970s, I had a summer job as a parking lot attendant in Toronto, and I can remember at least one occasion when an American car pulled into the parking lot loaded down with winter stuff.
It was a big station wagon with sweaters, parkas, snow boots, and a sled in the back of the wagon. Mom, Dad, and the two kids looked distinctly uncomfortable, as well they should have: it was an extremely hot, humid day (which, incidentally, is normal for Toronto in the summer), and they seemed to have only winter clothes. Dad made a remark as he checked into our lot–something like, “Where’s the snow? Canada should have snow. What a crazy country…”
I decided to keep my mouth shut at this, and spoke only as necessary for the transaction: “Two dollars please, thank you,” and so on.
But except for this one car, the majority of Americans I dealt with at the parking lot seemed to be prepared for hot summer weather.
That’s diphthong, Friedo - you left out the first “h” when you wrote it. BTW, it’s pronounced “DIFF-thong,” not “DIP-thong.” I hear a lot of people say this wrong, probably because the wrong pronunciation sounds funnier.
In IRC chat (not #straightdope):
Someone Else (an American): Where you from?
Me: Québec
SE: What state is that in?
Me: (not believing how someone couldn’t know about a REALLY BIG FRENCH province located to the north of them) : North Dakota.
SE: Do you know Jim?
Also, a friend of mine who lives in Sherbrooke (45mins from Vermont) went to New Jersey to visit distant cousins for a funeral, and they explained to him how the microwave worked.
German exchange students told us that they wanted to see polar bears when they came to Sherbrooke (oh, yes, I have one living in the backyard right now).
I was complaining to an American about how a band that I wanted to see cancelled the Montreal show and were only visting Toronto and Vancouver. They told me to stop being lazy and to just make the dive one evening :). Vancouver, here I come!
I mistakenly told an American in the summer that it was about 30 degrees out, and they asked if it was snowing. Farenheit, dammit, Farenheit!
A taxi driver in Petaling Jaya, Malaysia, found out I was from the United State. (That’s how they say “United States”: they can’t have more than one consonant at the end of a syllable, so all the other sounds are clipped off.) He said: “Presiden Clinton is Jewish, isn’t it?” I said, “No, of course not. He’s a Baptist.” The taxi driver would not believe me. He said “All of America is controll by Jews, so Clinton mus be Jewish.” Then he went on to say that President Lincoln was assassinated by a Jew. I told him no way was John Wilkes Booth Jewish, but he wouldn’t listen to me, firmly set in his convictions as he was.