“Naturalidade” means where someone is from in Brazil, either referring to the state or city of origin. Just as we would refer to people from New York City as “New Yorkers” and people from Texas as “Texans,” Brazilians define people by exactly where they’re from. Note that naturalidades are written in lower case letters.
Let’s look at the Northeast region today. 
A person from the state of Bahia is called baiano, and a person from the capital of Salvador is called salvadorense.
A person from the state of Sergipe is called sergipano, and a person from the capital of Aracajú is called aracajuano.
A person from the state of Alagoas is called alagoano, and a person from the capital of Maceió is called maceionense.
A person from the state of Pernambuco is called pernambucano, and a person from the capital of Recife is called recifense.
A person from the state of Paraíba is called paraibano, and a person from the capital of João Pessoa is called pessoense.
A person from the state of Ceará is called cearense, and a person from the capital of Fortaleza is called fortalezense.
A person from the state of Piauí is called piauiense, and a person from the capital of Teresina is called teresinense.
A person from the state of Maranhão is called maranhense, and a person from the capital of São Luis is called são-luisense.
A person from the state of Rio Grande do Norte is called portiguar or norte-rio-grandense, and a person from the capital of Natal is called natalense or papa-jerimum. Portiguar means shrimp in the indigenous Tupi language, and papa-jerimum comes from a traditional fish dish from Natal called pirão de jerimum, which is Tupi as well.
Here’s how you use the naturalidades:
Um paraibano está na foto encima. A man from Paraíba is in the picture above.
O baiano casou com a maranhense. The man from Bahia married the woman from Maranhão.
