A friend of mine was born in South Africa, but he and his family now live in the US. Because of this, he figures he's as "African-American" as anyone, even though he's not black.
Another friend of mine refuses to mark "Caucasian" on forms, because he's spent time in the Caucasus and doesn't look like people from that area. If "white" is not available as an option, he fills in "other" and writes "European-American."
I, in turn, think my skin is not "white," but "peachy-pinkish-brown" (although I haven't gone so far as to write this on any forms).