This is an issue that the Bible is constantly addressing and we completely miss it. If I were to ask you where your citizenship is, I imagine you would answer the United States of America! [that is if you live in the USofA] This would be a perfectly normal, and expected response. Yet, I wouldn't say that it is a very Biblical response to that question.
The whole story of the Bible is drawing us away from looking at ourselves as citizens of this world. We are to be citizens of a new kingdom; the kingdom of heaven! This is how you define being a follower of Jesus. The rulers of the kingdoms of this world, according to the Bible, are just fakes. They control nothing, and when we act like they do we are believing in a fakes.
This is our challenge as Christians living in our world today. Our history is clouded with people who while carrying the banner of Christ, have failed to see the rulers of this world as fakes. They bought into their false fronted kingdoms, and turned their primary loyalty from the Kingdom of God. They became citizens of places like Rome, Spain, England, or the United States.
Jesus is calling us to see through the kingdoms of this world; to see them for what they really are: false hope. The ONLY hope for this world is the citizens of the Kingdom of God actually live out their citizen ship.
Of what kingdom do you claim citizenship?