A list of nationalities is available on English grammar websites such as EnglishClub.com and EduFind.com. These sites explain that, depending on the context, nationalities can be nouns or adjectives; usually both parts of speech share the same spelling and construction.
The majority of nationalities in English are formed by adding an "n" to the end of a country's name. Examples of this include "Russian," "American," "Australian," "Indian" and "Algerian." Some nationalities are formed by adding extra vowels to form a nationality, such as in "Canadian," "Brazilian," "Mexican," "Iranian" and "Malian."
The English language has exceptions to these rules. A few nationalities are formed by adding "ese" to the end of a country name, such as "Chinese," "Congolese" and "Sudanese." Some countries simply remove letters from the end of a country's name, such as "Kazakh" and "Turk."