When I traveled in the US and people asked me where I was from, I usually said, "From Europe." It was up to them whether to ask for a clarification - most often they didn't, but some were almost angry that I did not expect them to know countries in Europe.
In Japan, most people knew Baruto Sankoku - the three Baltic States.
I've been asked if my country is democratic several times - as if the EU would accept non-democracies.
The only problem is that Russians refuse to recognize all of those as dialects and to understand them.
If you are in a tolerant mood (and this is what I usually answer to similar questions): Pretty much like English and French.
Lithuanian travelers, Lithuanian expats, people of Lithuanian origin and those who have spent time in Lithuania and feel connected to the place know these stereotypes by heart: Lithuania is a part of Russia, or maybe in Africa, it doesn't have its own language; people drink insane quantities of vodka and have never created or invented anything, which is not surprising, because Lithuania, in the view of many, did not exist before the USSR miraculously fell apart.
The USSR and now Russia are central in the cliches about Lithuania, which are nowhere as bad and boring as global cliches about Russia. Yet, as this Lithuanian op-ed rightly claims, small Eastern European countries are associated with poverty, but Russia is not.