Dealing with annoying questions.
With that out of the way, the last thing any of us should do is become a nuisance. I think it's good for everyone to hear your frustration with the stereotypical questions so we don't all make the same mistake. Now, if the person asking you these questions has not heard this podcast and trudges straight through to the goofy stuff, there are some things you might try to deflect some of the annoying conversation.
Part of living a more polite life means that you respond cordially to the questions, but that doesn't mean you have to sit there and take it. Steering the conversation away from yourself and the "vodka" discussion can be a great way to lower your blood pressure. For example, you could flatly ignore the comments and ask where the other person is from. It may be an American thing, but many people can go on and on about themselves. So if you look at them expectantly, you might quickly turn the conversation to them. That does, however, depend on either your interest level in the person or how well you pretend to be interested. If you're only interest is a polite response, just don't ask follow-up questions.
Another thing to try is to say that you are from Russia but have been living in the US for a few years. They might only be interested in fulfilling their curiosity, and this will appease them. Should they actually be interested in a real conversation, this will help them get to the really good questions so you can get to know each other.
If you are just interested in responding and moving on, I recommend telling them the confusing bit of the truth: You are from New York! Or, better yet, if you're in a sprightly mood, tell them you're from Alabama! That will really throw them off.