One reason Sicilians tend to identify with Sicily first and Italy (a distant) second? Sicilian food. The same goes for Veneto in the north or Puglia in the south.

Italy is a young country -- it only celebrated its 150th anniversary in 2011. Despite the successful export of the "Italian restaurant," the idea of a unified Italian cuisine is something many Italians reject.
Instead there are regional dishes, sometimes with tastes as different as you'd find between countries.

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Source: http://edition.cnn.com