A humorous aphorism attributed to E.B. White summarizes these distinctions:
To foreigners, a Yankee is an American.
To Americans, a Yankee is a Northerner.
To Easterners, a Yankee is a New Englander.
To New Englanders, a Yankee is a Vermonter.
And in Vermont, a Yankee is somebody who eats pie for breakfast.

In Japan the term yank? is used to refer to a youth subculture of bleached blondes who are generally regarded as delinquents by older generations; general slang for American is amek?.

see: http://en.wikipedia.org/wiki/Yankee