In Denmark, saying "Neger" is fairly common for some people. It's our word for "******", although in Danish it's not as much of a cuss-word as it is in English. Some people still consider it impolite-though, so many also just refer to them as black/blacks.
As for the term "African-American", I'm gonna go with Russell Peters on this one: You're not fucking Africans! )
As for the term "African-American", I'm gonna go with Russell Peters on this one: You're not fucking Africans! )