In the US we still say Native American- wish we would switch to 'First Nation'. Seems more respectful somehow, and certainly more accurate.

Oddly, in Alaska we say 'Native Alaskan' for the aboriginal people here, reserving Native American for people much farther south. Odd, because in a meeting we would say something like, "Any Native Americans or Native Alaskans here tonight?"

At the same time we whites can be second or third generation Alaskans here but that would come under a different heading; we might say 'born Alaskan' or 'long time Alaskan' or something like that. "Native Alaskan" has a specific meaning.