SOLDIER: How do you know you're not German, if you don't remember anything?
This line at the very beginning of the movie both illustrates Almásy's shadowy identity, and foreshadows how important his nationality will be at the end of the movie, when he is trying to retrieve Katharine from the Cave of Swimmers.
ALMÁSY: Why are people always so happy when they collide with someone from the same place? What happened in Montreal when you passed a man in the street? Did you invite him to live with you?
Almásy makes an interesting point here, about the way people form alliances and friendships during war, apocalypse, zombie outbreak, etc. Bonding over where you are from is a quick way to form a bridge with another person.
ALMÁSY: Hana thinks you've invented your name.
It's interesting that Hana thinks David Caravaggio invented his name (it is a fishy name!) but she doesn't harbor any suspicion toward her patient, who has no name. Why does Hana have differing opinions on each man?
CARAVAGGIO: And I said you can forget everything, but you never forget your name.
This is another good point, this time from Caravaggio, that echoes the soldier's question at the beginning about Almásy's nationality. Caravaggio knows enough to be suspicious of Almásy's alleged amnesia. And he turns out to be correct. Almásy does remember his name; he's just feeling guilty about his actions. He probably wishes he were a different person.
HANA: I thought you were very, very tall. You seemed so big and giant. And I feel like a child who can't keep her balance.
Hana says this to Hardy, Kips' lieutenant. Early in the movie, he saves her from a landmine, so she saw him as a huge hero. But when she meets him again, she sees he's just a normal person, albeit a very heroic one.
CARAVAGGIO: I saw you writing in that book, at the embassy in Cairo, when I had thumbs, and you had a face… and a name. […] Before you went over to the Germans. Before you found a way to get Rommel's spy across the desert an in British headquarters.
Identities, appearances, and allegiances can change on a daily basis. But even though Caravaggio and Almásy now look different, are they different people?
ALMÁSY: So I got back to the desert, and to Katharine, in Madox's English plane, with German gasoline. When I arrived in Italy, on my medical chart, they wrote "English Patient." Isn't that funny? After all that, I became English.
This line can be seen as symbolic of all the different parts of Almásy's identity, parts of which are seemingly at odds with one another.