I do. Canadian, American, EU.

I was born in Canada (makes me Canadian)to American parents (makes me American), one of whom was a holocaust survivor..in 1995 Germany gave automatic citizenship to all holocaust survivors driven out of Germany AND their children. So we applied for that and got German citizenship which became EU citizenship.

I don't show "allegiance" to any country. I obey laws and pay taxes. Citizenship is about the passport you hold, not about some conceptual pep-squad or loss of personal agency to the state.