Will Ferrell is an American of Irish ancestry. Many Irish have a hard time following when an American says they are Irish, but Americans of Irish descent understand because in a country like America, you are still identified by your heritage in many different situations. For example, I just took a test for the state of New York and I did have to classify myself as Irish during one of the pre-exam questions.
Let's also face the fact that Irish is a race of people, there is no true American race except for the Native Americans or Indians who first settled the land. Like it or not, Americans who claim Irish with last names like Murphy, Sullivan, O'Reilly, (Irish names, not American names) etc. who have blue eyes, pale skin, brown hair, freckled faces, are not of the American race, they are Irish-Americans.
Irish-Americans have done much for their ancestral homeland and still relate to it often, why this bothers so many Native Irish will always be a mystery to me.