When did people of former Western Roman Empire stop to identify themselves as Romans and begin to indentify with their new kingdoms?

by esbeq
PlayMp1

Followup: in areas of the Eastern Roman Empire that were lost later, particularly the Levant and Egypt, was it common for people to consider themselves Romans the way many in the former Western Empire and Greeks did? And if they did, when did they stop identifying as Romans, and instead began considering themselves Egyptians, Arabs, Syrians, etc.?