I totally agree with Morten... it's the little things in most cases, although sometimes it's obvious a mile away!
Furthermore, these days, with "globalisation" you have people from all over the world living in most of our major cities, thus, appearance, look or ancestry is no longer a tell-tell sign to distinguish a visitor. Take for example my home city, Barcelona, it has 1.9 million inhabitants: some 300.000 are residents coming from over 120 different nationalities around the world. They live here, grow up here, their kids go to the same schools and learn the same stuff than native Catalans (and Spanish). Many adapt similar routines, similar habits... Thus, even for a born and bred local native it's no longer that obvious to distinguish a resident from a visitor.
Some of the tell-tell signs are related to the way you look at the city, the way you stop here or there to see this or that, the way you enter the metro or board the bus... and obviously, inconsiderately stopping in the middle of the way holding a large map, blocking the left way in the metro escalators, queuing or looking our monuments with a mesmerized look, dressing as if you were visiting a tropical island... these are often very obvious tell-tell signs that you "don't belong", LOL!
Again, if you're visiting smaller cities, or also "inland" cities (as opposed to coastal cities), then it's far more obvious as you easily stand-out from the more "homogeneous" population. For heaven sake, me, I'm Catalan and I also stand-out when I go to certain inland cities here in Catalonia -which is the size of Maryland!