Not saying it’s the way it should be, but since North and South America are different continents, I typically hear “North American” used for Canadian, Guatemalan, Honduran, Mexican, Costa Rican, etc; “South American” for Brazilian, Columbian, Chilean, etc. There is no adjective for a citizen of the USA other than “American” that I can think of (no USA’an), so “American” is used as citizen of the US.
In technical stuff, “American” can mean “North American”, like the NEMA 5-15 plug is known as the “American electrical plug” which uses 110V-125 V at 60 Hz. This is a standard for all of North America (except Belize, which uses it only in part of the country).
The United States is a construct of the states themselves. Technically, 2/3 of the states could vote to dissolve the federal government and I’d suddenly become a Tennessean only. It’s not feasible, since every state gave up their right to have their own currency and have their own diplomats to join the US, but it’s something to note. The US could cease to exist by a simple vote, no overthrow of government required.