My personal beef is that citizens of the US get called Americans. In French, the term Étatsunien is being seen in some literature to refer to Américains.

Parallely and colloquially, if the French visit English Canada, they are prone to call it "l'Amérique" and if they visit Québec, "le Canada". But that's more cluelessness than sheer stupidity, so I'm not too ticked about that one.