I've been an Angeleno, a Seattleite, a Silver Citizen and now a Phoenician. Never lived in a place where you could just stick "-an" on the end and be done with it.
If I read this list correctly, Tom and Ray are Massachusettsites, but my spellcheck puts gripemarks on that word. (It's also complaining about "spellcheck"!)
Some of my favorite toponyms (that's what these terms are called) are "haligonian" (someone from Halifax) , "monegasque" (from Monaco), and "burkinabe" (Burkina Faso).
Places for which I've never heard a term that I'm completely happy with are Arkansas (the list says "arkansawyer") and Utah (either "utahan" or "utahn", but both pronounced the same).