I have posted here about eponyms, words that come from the name of a person, but there are also demonyms which are words that identify residents or natives of a particular place. The word is usually derived from the name of that particular place.
Simple examples of demonyms include Chinese, American and Mexican. In English, demonyms are capitalized and often the same as the adjectival form of the place, e.g. "Italian", "Japanese", "Greek," but this is not always the case. The adjective for Spain is "Spanish", but the demonym is "Spaniard."
Some groups of people may be referred to by multiple demonyms, such as natives of the United Kingdom who can be called British people, Brits, or Britons.
We commonly use country-level demonyms - such as "French," but also use lower-level demonyms for residents of a region, state or city. Someone from Nevada is a Nevadan, and from New Jersey is a New Jerseyan. A resident of San Francisco is a San Franciscan.
And then we have demonyms with more unusual origins. For example, a resident of Indiana is known as a Hoosier. The etymology is disputed, but the leading theory (via the Indiana Historical Bureau and the Indiana Historical Society) says that "Hoosier" originated in Virginia, the Carolinas, and Tennessee as a term for a backwoodsman, a rough countryman, or a country bumpkin
"Hoosier" was in general use by the 1840s,and the state adopted the nickname "The Hoosier State" in the mid-1800s.
The term shows up in the names of numerous Indiana-based businesses, organizations, and as the name of the Indiana University athletic teams.
Hoosiers is also the title of a popular 1986 film about a coach and his small town Indiana high school basketball team's unlikely run to a championship.