The official name of Mexico is Estados Únidos Mexicanos
Don't be surprised if you get funny looks when you tell people in Mexico that you are from The United States. Mexico also is known as The United States (Estados Únidos Mexicanos). Also, you might get funny looks if you tell a Mexican you are 'American', because, in fact, Mexicans are also Americans, people living in the American continent. People from the United States of America are known as 'estadounidense' in Mexico because being from the 'United States' or an 'American' isn't enough to communicate where you are . . .