Two funny (well interesting-funny *grins*) things from that - Russia is in a position geographically and because of how huge the country is that it's been, or can be, part of Europe, Eastern Europe, Asia, East Asia, and South-East Asia, all depending on what international relations standpoint you're taking, what part of history you're discussing, and so on. So when you say that Natasha goes from being Russian to being European...well, technically she already was. And in some sense I see her as having been Eastern European because of the whole Red Room being tied in with USSR being part of the Eastern Block and how Europe was in that time period. Which is possibly why all the stories of Natasha effortlessly blending in in any part of Europe feels natual to me.

Then on the different attitudes within the US, that isn't something I'm really aware of, even though on our tiny isle people can be vastly different from one part to another and the US as hugely bigger must have even more variation, heh. So Midwestern vs Coastal or anything else, I think maybe I pick up bits on that in other people's fanfic, but it isn't something I'd ever conciously write into my own.

Oh, I definitely see Russia as part of Europe (though it does occupy an ambiguous space both geographically and conceptually). I see Natasha as moving from Russian to generally European, like you said, blending.