I laughed out loud when a girl i had just recently met asked me this. She seem confused, like she didn't know whether to be offended or embarrassed or not. I tried to explain the difference between a whole country and state and that the incongruity would be like asking a New Zealander whether their accent was from New Zealand, Australian, or Auckland, but her initial response was, "We don't have an accent here in Auckland do we?" so i still don't think she completely got it.
A lot of people tag my accent as being from California. I honestly don't know if that really is the way i talk, or if it is one of the only accents people here really have to reference because of traveling through LA or watching stuff on gangs, Hollywood, the OC, etc. Either way, i know i don't fit in with my accent, but more and more often i feel like i could actually pull of being mistaken for a New Zealander as long as i don't open my mouth. :)