Oh given current affairs I don't even think two US neighbors have shared identity. Plus the whole thing about intersectionalism.. basically cut everyone into a million little groups and identifiers, nobody is left the same as anyone else.
If you take two random Europeans, they most likely don't have the same school system. The bank of the first probably does not exist in the country of the second. One may be in the EU, the other may not. They have a different army, they possibly have a long history of being at war against each other in the past. They don't have the same architecture. They have a vastly different public transport system.
Sure, there is an identity at every level. Europeans do recognise themselves as Europeans, like South Americans do recognise themselves as South Americans. But the shared identity between a Chilean and a Brazilian is much smaller than the shared identity between two Brazilians.