Baron Cohen's second, and second best, character was Borat, a Slav. (He's based on a Russian, was originally portrayed as a Moldovan, then an Albanian, and finally wound up being attributed to far off Kazakhstan -- i.e., Cossackstan in Baron Cohen's imagination.)
Bruno, his third and worst character, is an Austrian.
It's remarkable how the creative imagination works. What possible common denominator could there be among Muslims, Slavs, and Teutons? We shall probably never find out.