This questions has been confusing me for a while. Was Alexander the Great Greek or Macedonian? He was born in Pella, Macedonia, but is he considered Greek? Do nationality and ethnicity mean different things at the time of the Greeks as they do now or were they regarded the same? This link says Macedonians were ethnic Greek, while this one contradicts the former.
Prior to Philip's time and the League of Corinth (337 BC), the Ancient Greek world was fragmented in (often warring) city states and kingdoms. There is little sense in discussing a Greek nationality at a time where, for example, Athenians identified themselves as Athenians first and as Hellenes later. Pericles' reforms in 451 BC exemplify the distinction, from that point Athenian citizens would lose their citizenship if they married non Athenians, regardless of their Hellenic ancestry. Similar laws, more or less, existed in Sparta, Athen's counterweight, and all around the Ancient Greek world and in a comparably similar manner, both Philip and Alexander the Great favoured the citizens and soldiers of Macedon over the rest of the Greeks.
Simply put, the Macedonians were one of the many Hellenic tribes, and what bonded them with the other Hellenic tribes, the Minoans, Achaeans, Ionians, Mycenaeans, Dorians, and Epirots to name a few, was a cultural and historical bond, not a national or ethnic bond. They spoke in a Greek dialect, worshipped the gods of Olympus and followed all major traditions of the Ancient Greek world, from a cultural perspective they were decisively Greek.
Hesiod (750 - 650 BC) gives us a beautiful story of the origins of Macedonia, in Catalogue of Women. According to his mythology, Macedon was Hellen's nephew, Hellen of course being the mythological progenitor of the Hellenes and where the words Hellas and Hellene come from. This mythological relationship binds Macedonians with the other major tribes of the era:
The Hesiodic mythology is our basis for which tribes of the era can be considered Hellenic, and if we doubt the Macedonians' belief that they were Hellen's descendants, I don't see why we don't doubt the similar beliefs of the rest of the Hellenic tribes. The Macedonians were a distinct tribe, but no more distinct than any other of the major Hellenic tribes and the fact that they shared a common cultural and religious background with the rest of the Greek world is evident in all known archaeological evidence, most notably in the ruins of their sacred city, Dion1.
Dion was build in the feet of mount Olympus and early in the 5th century it became the cultural and religious centre of the kingdom of Macedon. Archelaus I of Macedon created a sanctuary in honour of Zeus and re-organized and brought to prominence a nine days festival, the Olympia, in honour of Zeus and the Muses. Every major city state of the era build their own sanctuaries in Dion, some are still visible, and participated in the festivities. The Greeks weren't particularly xenophobic, but they never participated in barbarians' religious festivities or allowed barbarians to participate in their own, it only takes a walk through the ruins of Dion to realize that at the time the Macedonians were widely accepted as Greeks by the rest of the Hellenic tribes.
The Macedonians themselves, or more accurately their royal house, claimed an Argive decent, from the Peloponnesian city of Argos and traced their origin to the legendary Hercules, the inscription "ΗΡΑΚΛΗΙ ΠΑΤΡΩΙΩΙ"2 was found in one of the rooms of the palace in Aegae, the Macedonian capital. Herodotus presents the claim in his Histories, by describing an event that took place prior to the naval battle of Salamis (492 BC), where Alexander I of Macedon proclaims his Greek ancenstry while visiting the Greek camp as an envoy for the Persian general Mardonius3:
The Greco-Persian Wars and Herodotus' account are significant because this is the first time in Greek history that we can speak of a Greek nationality or ethnicity, as the Greeks united against a common enemy. Alexander's and the Argeads in general claim of Greek ancestry was successfully put to the test 20 years after the battle of Salamis, when Alexander attempted to participate in the Olympic Games (500 or 504 BC):
The Greeks contesting Alexander's ancestry was most probably politically motivated, Macedonia was a Persian puppet state during the Graeco-Persian wars, and it's not unreasonable that the Greek world was uncomfortable with a Macedonian competing in the Games. Still, the Hellenodicae ruled in favour of Alexander and it should be noted that Archelaus I had also competed in the Games prior to the Persian invasion.
All that said, the Greek alliances of the Graeco-Persian wars were limited and dissolved shortly after the end of the wars. The first time the Greeks became a single political entity, with the notable exception of Sparta, was the League of Corinth and thus the concept of Greek nationality was just one year old when Philip was assassinated and the 20 year old Alexander assumed power. His ancestry was considered Hellenic since the times of Hesiod and Homer, his dynasty was recognized as ethnically Greek since at least the Graeco-Persian wars, he became a Greek national when his father united the Greek world, and proclaimed Hegemon of the Hellenes a year later, succeeding Philip who also held the title.
In recent years, starting from the late 19th century and onwards, there are various efforts to question Alexander's ancestry and essentially rewrite history, most in relation to the Macedonia naming dispute. This complicated political issue has produced tons of documentation, from both sides, and the politically charged rhetoric is where the historically false dichotomy of Greek or Macedonian comes from.
1 Δίον, from Δίας, the Greek name of Zeus.
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The quote's greatest value (relative to the other answers) is perhaps in reminding us that this question is still linked to political circumstances of today. (As to its limitations, I wonder how Freeman can possibly anchor the claimed sentiments of most Macedonians in primary historic sources.)
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He was Greek. He was from Greek parents Olympias came from a Molossian royal family that traced its origins to Neoptolemus, the son of the greatest hero of the Trojan War, Achilles. Philip came from a Macedonian family that traced its origins to the Peloponnesian Greek city of Argos and Hercules/Heracles.
His name is also Greek; Alexander - Alexandros = Alexo in ancient Greek means Defend-help and andros is anir (andras-men).
He had Aristotle as his teacher, his main language was Greek he admired Achilles and Hercules, he was believed in 12 gods of Olympus he also did what all Greek generals did before battles and campaigns, i.e. sacrifices to the Gods and Macedonian flag (star of Virgina) symbolizes the 4 elements Fire-water-earth-light and the 12th god of Olympus (start counting :P) so I beg those who say he's not Greek to start reading history (also someone answer me how many ancient monuments that FYROM has? The truth is obvious!