The Rain in Spain falls mainly...

If you look at the picture above (well, double-click on it to see a much larger version), you will see that there is still no such thing as Spain (or France, or Russia for that matter). Instead, there is a hodge-podge of ethnicities that survived hundreds of years of centralized uniformity. Spain's government is currently considering revamping its policies toward the regional governments.
So the case of Quebec is not that radical, after all. It is a good thing that here in the United States there are no "ethnic" territories, though of course there are religious enclaves (Mormons in Utah or Amish in Pennsylvania).