As a Scotsman living in the U.S. I get the same question, often in tones of anticipatory schadenfraude, every Fourth of July, "How do you feel watching us all celebrate our Independence Day?"
But few expect the answer, "Jealous!"
You see, British history makes the issue a wee bit more complicated than many Americans realise. I'm not just a citizen of what used to be the great Imperial Power, which lost a war to a bunch of backwoodsmen who then went on to found the greatest, most powerful single nation the world has yet known. Like a substantial portion of the Scottish people, I regard my own nation as nothing more than one of the last bastions of English colonialism. First in, last out as it were for the English Empire.
For several hundred years - since way before your own homeland had even seen a Puritan, let alone a Bill of Rights - the English had a long-term project to conquer and colonise the Scots. They finally succeeded, after success then setback, when the Act of Union which created Great Britain was passed by the Scottish and English parliaments after careful bribery of Scots noblemen with vested interests south of the border. At the time of the Act of Union in 1707, only around 5,000 Scotsmen had a vote - and they were all rich, many with noble titles and lands in England. That 5,000 were bribed by the English parliament to vote for Union to the tune of what would now be millions. A train of wagons carrying gold made it's way from London to Edinburgh, where the common citizens had to be prevented by soldiers from pitching the whole lot into a lake. Later, Robert Burns was to describe the situation: "We were bought and sold for English gold, such a parcel of rogues in a nation." Where the 'parcel of rogues' were the bribed Scots elite. The ink wasn't even dry on the Act of Union before the English broke it and ever since they've treated Scotland and the Scots as something lesser to their English glory, as a nation and a people which, in the words of one 19th century English Lord "we have bought and paid for and shall do with as we wish".
And do with us as they wish is exactly what happened. The Gaelic tongue was made illegal for so long that nowadays there are more speakers of it in Canada than in Scotland. Doric Scots, the other language of Scotland, was denigrated to mere "accent" status and practicaly eradicated. Our people were deported wholesale by English landowners and turncoat Scots aristocrats who wanted to line their pockets with the fruits of the people's lands. It was called the Highland Clearances and gave the New World much of it's Scottish influx as the hills were literally emptied. They brought with them their industriousness, wish for equality for all and a fierce hatred of tyranny which became essential parts of the American Dream. Scots also became the cannon fodder of the Empire. Throughout the last 300 years, Scots have been 10% of the British population, a fifth of the army and a third of the war casualties. That still holds true today.
To this day, even with the devolved parliament which the Labour government reluctantly acceeded to in 1997, the Scots are a colony in all but name. Unlike Canada, we are not part of the Commonwealth. England is still in charge of foreign affairs, defense, monetary policy, and some social policy (social security, for example). Rather than a "Prime Minister", Scotland has a "First Minister". The rich oil fields which lie of Scottish coasts were plundered by the English tyrant Thatcher (less Scots voted for her than Kurds for Saddam) to fuel her English tax giveaway and the huge unemployment queues her abysmal policies gave us. When Independence became a possibility rather than just wild talk, one of the first things the English did was to redraw maritime boundaries so that they would retain more of the oil and gas treasure offshore if it ever actually happened. Successive English governments covered up just how much of Scotland's oil wealth they'd taken and how much remained. In a PR con job of monumental proportions, the 12 billion pounds a year income from Scottish oil is not counted as Scottish income - it goes straight to England's Treasury while Scotland remains funded only by population taxes, allowing the English parliament to claim it subsidizes Scotland when the exact opposite is true.
For many Scots, then, there isn't just an economic argument for Scottish independence, there's an emotional, historical basis for wanting out of an Act of Union we feel was foisted upon us and which, we feel, has had benefits by accident for Scotland while the English rich - the cream of scociety, thick and full of clots - has skimmed and conned and exploited our nation for longer than any other.
The Scots gave the West much of the enlightenment which formed the background for the nascent U.S.A. We preferred peaceful politics to armed insurgency and still do. It's taken 300 years but I believe I will live to see Scotland a nation again. On the Scottish Independence Day, when it finally comes, expect the biggest party the world has ever seen!
So...believe me when I say on your Independence Day - I'm jealous as hell.