An article in the Boston Review by sociologist Claude Fischer (via The Dish) considers the creation of the hyphenated identities among the more recent immigrant populations in the United States, citing Mexican Americans as a case study:
For example, a recent study  compared the answers of Hispanics who took a survey in English to those who took it in Spanish. The English speakers expressed more “Hispanic Consciousness” than did the Spanish-speakers. They were more likely to say that it was very important for Hispanics to “maintain their distinct cultures,” less likely to say that it was very important for Hispanics to “blend into the larger American society,” and more likely to be critical of how the U.S. media portrayed Hispanics. That is, the more integrated into American society, the more they emphasized their ethnicity.
Coincidentally, the search for identity by immigrants (and children of immigrants) is the topic of the nearly-completed film with WINGS and ROOTS that has been discussed previously on this blog here and here. The film shares the stories of five people (including a Sikh man in New York) who seek to define their identities while living within two cultures. These are stories that are often left untold and unheard by the mainstream.