This image, and the associated gallery, detail how one can photograph an ethnic event in a large US city and leave little or now evidence that the photos were taken in the USA. The gallery in the link below was actually shot in Philadelphia, PA.
The key is to photograph as close in to your subject as possible. Use boceh (lens blur) and a tight angle to make sure signs of the location only show the elements you want to show. Concentrate on food and open air markets to feign authenticity. Even if there are US flags showing or NY Yankees hats, don’t worry. You don’t actually want to trick anyone, it’s just the mood and air you want your photo to have. This is fun part. It’s why you bought the camera in the first place.