Wow... Just yesterday, while out walking my dog, I started chatting with a woman with an accent. I almost immediately asked her the offensive question "Where are you from?"
She said Bulgaria and we spent the next hour chatting about Bulgaria, our families, and interior decorating. I then invited her over to see my new kitchen design and she showed me photos of her beautiful kitchen in Bulgaria. Next week, we are meeting for lunch and a tour of the Merchandise Mart to get design ideas.
All this started after I asked her the offensive question "Where are you from?" And I have quite a few friendships that have started this way. In Chicago, I'm surrounded by people from many backgrounds, and I am interested in learning about people. I've never run into people that seem offended by this question.
p.s. I am Caucasian (Western/Southern European) with a local accent, and even I'm often asked about my ethnicity in my own hometown. This is just a common conversation starter.