"Are you German?"
This gets into a debate actually about the meanings of alman and almanyalı. The first implies the ethnicity (for example, I am German). The second implies nationality (I am not German in that sense...I am American). I normally translate *Almanyalı mısın" as "Are you from Germany," but this is up to debate and I would let any Turkish-English speakers voice their opinions as well.
Well… I personally don't make that difference. After all, there are many countries which can only accept the -li form, such as İsveçli, where you don't have an alternative, so the nuance is impossible to indicate in that case. I think that Alman and Almanyalı mean the same most of the time.