Although Santa Claus supposedly lives at the North Pole, many nations would love to claim him. Scandinavia and the World (SATW) is a webcomic that helps explain the dynamics of the different nations of Scandinavia, and often other European nations, to English speakers. A couple of years ago, it laid the question of Santa's ethnic origin to rest. Sort of.
Everybody knows Santa’s sledge is pulled by reindeer, lives somewhere cold and even the Finns say he lives in Lapland.
In other words, Santa is a Sami. Just look at this [link] and deal with it.
The Sami people are the “Indians” of the North and they belong in the same group as Native Americans and Aboriginals. They live in Lapland, an area that stretches from north Norway over Sweden and Finland to Russia.