The Pew Research Center has an interesting item on the subject. An interesting item (one of many in the piece):

[S]ome 99% of all immigrants from Mexico call themselves Hispanic. But just 87% of immigrants from Venezuela adopt this label, as do 86% of immigrants from Argentina, 70% of immigrants from Spain and only 67% from Panama. As for race, 54% of all Hispanics in the U.S. self-identify as white, 1.5% self-identify as black, 40% do not identify with any race and 3.8% identify as being two or more races.

Thanks to Prof. J. Michael Bitzer for the pointer.