The only kind of hair in the real world that can be called "ethnic" is tight, small curls (though the actual hairdo can be very very short on one extreme to a full afro on the other extreme), because that's created by the oval cross-section of African hair compared to the round cross-section of European and Asian hair. Everything else is the result of technique or product.
That said, cornrows, fine braids, and dreadlocks are often considered "ethnic" due to being convenient if you HAVE said oval cross-section hair. (Cornrows and fine braids because they keep those curls under control, dreadlocks because that kind of hair will assume them without a whole lot of maintenance -- dreadlocks in round cross-section hair are as hard to maintain as any other hairstyle.)
Those small, tight curls also result in hair with small but dramatic waves (which require a heated crimper to accomplish in round cross-section hair) when long and brushed out, and short-to-medium size afros with more well-defined curls instead of the stereotypical combed-out frizzy poof are popular among women.
EDIT: And while I was typing this post, pictures showed up. :P
EDIT 2:
https://s-media-cache-ak0.pinimg.com...1c7eb7e4d3.jpg is a more feminine version of the last style Illusion posted, and what I was talking about with "short-to-medium afro with well-defined curls".