Chilango
Chilango is the colloquial nickname for someone from Mexico City. Once used somewhat mockingly by people from other states, it has largely been embraced by the capital’s residents themselves; more formal alternatives are capitalino and defeño (from the old D.F., Distrito Federal).
Other famous Mexican nicknames follow the same pattern: tapatíos are from Guadalajara, regiomontanos (or regios) from Monterrey, and jarochos from Veracruz.