Depends of which country you're thinking of! The US has officially designated categories, but those are pretty much illegal in France, and any official mention of one's "ethnicity" is pretty much a taboo concept (and I found it weird to have to fill in that field in all my paperwork in China).

And even the ethnic categories in the US don't seem as "legally relevant" as ethnic minority status in China; the law is (from what I understand) that you can sue if you believe you've been denied an opportunity because of your ethnic background, but that seems much more vague than having explicit ethnic categories, with different laws applying depending on which category you belong to.

(unless you were referring to to immigrants, but then they aren't citizens)

(convicts would make a better example of a "different class of citizens")