I don't look Norwegian. I can sing the Norwegian national anthem, recite all the public holidays, got an A in Norwegian, and an A in Norse (old Norwegian), have read lot's of Ibsen, can play Grieg on the recorder, and can explain "fjellvett" to whomever it may concern.
I'm Norwegian. I was not born here, but I'm raised here, work here, married (a foreigner) here, and had my child here.
It's really annoying when strangers assume my husband is Norwegian, because he's white, and that I'm the recent immigrant because I'm cafe au lait coloured.
I'm American, but I'm also 1/4 Norwegian on my mother's side. When I took Norwegian in college, I was grilled by another girl because I didn't seem Norwegian. My name was Norwegian enough (Dad's family was probably Italian orignally, many generations back, sorry to disappoint), my hair was too dark (

) and I couldn't speak more than 3 words of it. Although, I did get in trouble in high school for a report on Norway because I didn't explain what a fjord is. I thought it would be overkill, like explaining an ocean.
My sister's first reaction to my BF was "He doesn't look Mexican."

He's Mexcian on his mom's side, and Polish on his dad's. He's got a very Polish last name, and looks more like his dad's family than his mom's (except for his hair). Light skin, green eyes, really tall, so it's true that he's not the Mexican stereotype. However, he grew up close to his mom's family and culturally identifies himself with them more than with the Polish side (who are much more American than Polish at this point anyway). Looks don't really mean anything.
That said, though, I agree that some people have a look about them, but in places with huge immigrant populations going back generations, like America, it's impossible to tell if someone's [whatever] by birth or by heritage (or not that at all). I like to guess inside my head, but would never say anything out loud, because it doesn't really matter to me and I'm wrong too often anyway.