How to add american ethnic names?
 

If I want to have my American players have a mixture of various ethnic names from many of the namesets plus historical names, etc. How do I go about this? Can I just add them all as ethnicities and then just change percentages for the american country in the world file? Or do I have to put all of the name files in one big file and only reference that one?

I am rather partial to these American ethnic namesets. You can either copy-and-paste them over the names in the OOTP data files (e.g. paste the German-American names over the German names in the names.txt and first_names.txt files), or, in OOTP19, you can now add them as new namesets in the world_default.xml file.

If I add them as new namesets, can it still maintain their nationality as american?

Yes. Nationality really doesn't mean anything in OOTP. The ethnicities are there to generate names and facegens, so they can be any nationality. Just add the namesets to the world_default.xml file and then either: (1) go to the nation editor in the game and add those ethnicities to the list of ethnicities for the United States; or (2) make the necessary changes to the world_default.xml file to add those ethnicities permanently to the United States.