A friend once advised me, to seriously and intently ask such people "what the fuck is wrong with you?" (and possibly shake your head a bit in a confused mildly disgusted manner). Then walk away, because whatever they have to say is not going to be worth your time.
The one time I applied this, it netted me a rather sincere apology half an hour later, so I guess it has some merit in at least some of the situations.
(note that I was not in the group being discriminated against, I don't think it'd be a good approach if I were)
I couldn't even make it to the end, I think I just managed to read 80% of the whole piece, I'm pretty, pretty f.ing mad, and I've never even been to the States.
A little OT: And while we're on this, I guess this is a moment as good as any to get it off my chest, that is to say that nasty s.it like this happens not only in the States, but here in (Eastern) Europe, too.
I work in a small company, I'm IT, and around last week or so one of my (female, white) colleagues just out of the blue proffered somth. like "I'd kill all the gipsies, they're not human". I (white male, early 30s) at first tried to take it easy, made a little fun of her, to see if she was serious (she was), and then 10-15 minutes later I confronted her directly. The part that did it for me, at which even now, when I'm remembering the whole thing, makes me angry, it's the "they're not human" part. She is a really nice person otherwise, happily married, no children yet, but yet she said that nasty phrase as the most natural thing ever.