Dolores Umbridge's dislike of Muggles, Muggle-born witches and wizards and half-breeds is quite obvious. In Order of the Phoenix she takes a particular dislike to Hagrid due to his giantess mother (and his allegiance to Dumbledore), as well as to the centaur Firenze who takes over as Divination teacher after Professor Trelawney is sacked. And, of course, during Deathly Hallows she is made Head of the Muggle-Born Registration Commission.
In Deathly Hallows, when Hermione (under the effects of Polyjuice potion) comments on the locket she's wearing, Umbridge says this:
"That's - that's pretty, Dolores," she said, pointing at the pendant gleaming in the ruffled folds of Umbridge's blouse.
"What?" snapped Umbridge, glancing down. "Oh yes - an old family heirloom," she said, patting the locket lying on her large bosom. "The S stands for Selwyn... I am related to the Selwyns... Indeed, there are few pure-blood families to whom I am not related. ..."
That seems a rather large and contrived lie to tell just to explain her possession of the locket, considering her blood status had never been questioned by the Ministry. I don't remember it being covered anywhere in the books (which I just recently re-read, so I'd hope I'd remember if it had been!), but I was wondering if there was any other evidence (interviews, etc) to say whether Umbridge was Pure-blood, Half-blood or Muggle-born?