Here's three that may work, in many contexts:

Indiana - a Hoosier

Louisville - Louisvillian

Wyoming - Wyomian (most preferred), a bronc(male) or bronquette(female), buck, bucko(male) or philly(female). Avoid calling any woman from Wyoming a heifer at all costs, she will prolly leave ya flat on your ass and feeling like a bull just trampled over you.

someone from Canadia is a Canadian

Jyrkkä Jätkä wrote:

After discussing about Indiana in another topic I started to self-speculate how to call a person living in Indiana. Or Louisville?
I know a person from Texas is slanky Texan, someone is a New Yorker. Londoners and Berliners, ok.

But how about people from:
Indiana - Indianian?
Louisville - Louisvillener?
Wyoming - Wyomingian, Wyominger, Wyomingener?
St. Petersburg (in Russia) - St. Petersburgian, St. Petersburger?
St. Helen's (town) - ?
St. Helen's (island) - ?
Helsinki - Helsinkier, Helsinkian?

Is there any rule(or rules) how these are handled?

The answer is that there is no rule as to how these names are handled. I do know that a Berliner is a jelly doughnut.

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My idea of an agreeable person is a person who agrees with me.
- Benjamin Disraeli

Idahoan
Washingtonian
Oregonian

And, for the record, I'd like Helsinkiite. (That's just because I like the double "ii" ;)

My grandmother called them Indianer (riktig).

I am a United Statesian.

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"Supposin' I was to go to work and learn how to... to read writin'. Well, how'd I know that the feller that... that wrote the writin' was a writin' the writin' right? See it could be that he wrote the writin' all wrong. Here I'd be just a readin' wrong writin', don't ya see? You probably been doin' it your whole life, just a readin' wrong writin' and not even knowin‘ it." Festus

It seems that the terms were "coined" rather than adopted according to a convention, perhaps because the terms sounded right. It would be interesting to know if there are conventions. If there were formal conventions, such as adding an "n" only if the city or state ends in "a" then perhaps people from the Lone Star State would be Texasites rather than Texans. There does not appear to be a single rule applying if the name of the place ends in a consonant; some add "er" while others add "ite" and still others have different endings altogether: Midwesterner, Wisconsinite, Michigander. Interesting stuff.

To my ear the "ite" ending is harsh. I would always change it to something else, for example, Wisconsinder.

Dictionary of Americanisms

Texans are Beetheads
Alabamans are Lizards
Nebraskans are Bug-eaters
Pennsylvanians are Leatherheads
Missourians are Pukes...

These nicknames were probably taken up by people living in neighboring states.

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Mostly harmless

Jyrkkä Jätkä,

Funny! You may also find Ambrose Bierce's the Devil's Dictionary interesting for more Americanisms. It's in the public domain and available many places, including Project Gutenberg: http://www.gutenberg.org/etext/972

Jeah, and I'm Finlandian.
BTW. Some Swede professor suggested last week that all the Nordic Countries should unite again (There was Calmar Union between Danmark, Norway-Iceland and Sweden-Finland 1397–1523). Should it be United States of Scandia, I don't know. Finns definitely wouldn't let it to be monarchy.

Since Greenland (Danmark) is geografically part of Nort America, Canada could altogether join this new superpower. United States of Scanadia? Think of all those ice-hockey and curling medals!

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Mostly harmless

I live in Michigan and I am a Michigander.

The Upper Peninsula contains almost one-third of the land area of Michigan but just three percent of its total population. Residents are frequently called Yoopers (derived from "U.P.-ers") and have a strong regional identity.

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Little drops of water~Little grains of sand~Make the mighty ocean~And the pleasant land~So the little moments~Humble though they be~Make the mighty ages ~Of Eternity/by Julia Fletcher Carney

they call me an 'earthling' I guess 'cause that's where I was born and prolly be where I die? So, all you northern folk responding to this post, what to do with the polar bears and global warming, in their lack of Jack Frost?

you know, the animals that lived and thrived in what is now your community before people started manufacturing automobiles (yes I am a hypocrite, I drive a heavy car, but I hear it is pretty, and I'm not so sure a battery operated automobile is far more friendly).