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Whether we like it or not, our identification documents immediately present a stereotype in order to define the rules of social, political and even economic engagement, regardless of who we really are and regardless if we have ill intent or not. Our identity documents, our Passport, becomes our calling card, so to speak - telling everyone else in a foreign land how to deal with us (or not as the case may be). What does your say? Does it say, for example, I come from a large nation that is actively involved militarily in foreign affairs? Does it say - I am from a small, obscure and peaceful country? Does it say, do not do business with me - my government is nothing but trouble and bad news?
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For Americans especially (and some other nations also), the above is very true. If you travel, for example, you are singled out, either in a positive way or a negative way all depending where you are from or better stated, what passport you have. In terms of business, many financial institutions will not deal with you, or open an account for you. So, being from the wrong country, even if you yourself are not directly responsible for the things that create such a stereotype, could have a very real effect on your physical safety and financial well being as well.
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The question is then, how do you want to be perceived and treated? People in a democratic and free society, have the opportunity to join whatever groups they wish (and carry an ID document or card proclaiming themselves as a member). The American Express Company tells us, membership has its privileges. Maybe, and then again maybe not, but in the least with such an example - you have a choice to join or not. So, why can't you join another country?