In contrast to the "no Appalachian identity" idea, I submit Albion's Seed, which argues that it was actually four separate "countries" that colonized the U.S. In the case of Appalachia, it was the Scots-Irish (who were actually neither of those things), i.e. those who lived around the border between Scotland and Ireland. This part of the British Isles was pretty terrible, with England and/or Scotland invading the border areas constantly, plus lots of crime. As this review summarizes it:

In response to these pressures, the border people militarized and stayed feudal long past the point where the rest of the island had started modernizing. Life consisted of farming the lands of whichever brutal warlord had the top hand today, followed by being called to fight for him on short notice, followed by a grisly death. The border people dealt with it as best they could, and developed a culture marked by extreme levels of clannishness, xenophobia, drunkenness, stubbornness, and violence.

Some choice bits about Borderer (as the book calls them) society in America:

Colonial opinion on the Borderers differed within a very narrow range: one Pennsylvanian writer called them “the scum of two nations”, another Anglican clergyman called them “the scum of the universe”.

One of the first Borderer leaders was John Houston. On the ship over to America, the crew tried to steal some of his possessions; Houston retaliated by leading a mutiny of the passengers, stealing the ship, and sailing it to America himself. He settled in West Virginia; one of his descendants was famous Texan Sam Houston.

Traditional Borderer prayer: “Lord, grant that I may always be right, for thou knowest I am hard to turn.”

“The backcountry folk bragged that one interior county of North Carolina had so little ‘larnin’ that the only literate inhabitant was elected ‘county reader.'”

Rates of public schooling in the backcountry settled by the Borderers were “the lowest in British North America” and sometimes involved rituals like “barring out”, where the children would physically keep the teacher out of the school until he gave in and granted the students the day off.

“In the year 1767, [Anglican priest] Charles Woodmason calculated that 94 percent of backcountry brides whom he had married in the past year were pregnant on their wedding day.”

The Borderers really liked America – unsurprising given where they came from – and started identifying as American earlier and more fiercely than any of the other settlers who had come before. Unsurprisingly, they strongly supported the Revolution – Patrick Henry (“Give me liberty or give me death!”) was a Borderer. They also also played a disproportionate role in westward expansion. After the Revolution, America made an almost literal 180 degree turn and the “backcountry” became the “frontier”. It was the Borderers who were happiest going off into the wilderness and fighting Indians, and most of the famous frontiersmen like Davy Crockett were of their number. This was a big part of the reason the Wild West was so wild compared to, say, Minnesota (also a frontier inhabited by lots of Indians, but settled by Northerners and Germans) and why it inherited seemingly Gaelic traditions like cattle rustling.

What's especially interesting is how many of these attributes square with the stereotypical hillbilly. Also with later genetic research.