It depends from country to country; in Romania, for example, where we used to have many communities of Hungarian, Bulgarians, Czech, Polish, Turks and Tatars, if you are reasonably white (or Mongolian looking) and speak a decent Romanian you are considered to be integrated. If you look very different (Black or Chinese) you are accepted, but not considered a local even if you were born and raised in Romania and speak the language natively - this is because non-White people are a tiny, tiny minority (a few in a million).