Worf was born in the Klingon Empire to Klingon parents, orphaned, raised by humans, and became a Starfleet officer. Which citizenship(s) does he hold? Klingon? Federation? Both?
Sources, please (not speculation). This answer claims he is (at least) a Klingon citizen because he was born on the Klingon homeworld, but provides no sources to support such a deduction.
We know definitively that Worf has Klingon citizenship. In the episode Sins of the Father, Worf goes to Qo'nos to defend his father's name against a charge of treason. That the Klingon High Council lets him do so speaks to the fact that still considered him a citizen, even though he was in Starfleet (the theory was that his new life would keep him from challenging the charge). Worf then effectively abandons the citizenship at the end of the episode to save his brother Kurn and prevent a civil war with the Duras family.
Worf still has dealings with the Klingons afterward. Some notable things showing he's still a Klingon citizen
K'MTAR (Future Alexander): You don't understand. I did not become a warrior. I was a diplomat, a peacemaker. When it came my time to lead our family, I thought that I could single handedly end the fighting between the great houses. I publicly announced that the house of Mogh would be the first to end the feuding. That there would be no more retribution, no more revenge. You tried to warn me. You tried to tell me that I should not show weakness, but I thought you were a foolish old man. I told you that you were a relic from an earlier time and that a new era of peace was at hand. But you were right. My enemies saw my weakness and moved against me. And unless I stop it right now, that boy will see his father killed on the floor of the Council Chamber.
Federation citizenship is a bit murkier, but it seems implicit that Starfleet officers are also Federation citizens, given that Starfleet represents the Federation's interests (it would make no sense to station a non-citizen inside the same ships you use for war, especially if you wind up needing to fight them at some point). The TNG Episode Redemption has this exchange
PICARD: Mister Worf. I'm afraid I must recall you to duty. The Enterprise will be leaving this sector immediately.
WORF: Captain, I respectfully request that I be allowed to take an extended leave of absence.
PICARD: Mister Worf, your responsibilities as a Starfleet officer are incompatible with remaining on board a Klingon ship during a time of war.
WORF: Captain.
PICARD: I order you to return to duty at once.
WORF: Then I resign my commission as a Starfleet officer.
Worf wanted to aid the Klingons during the civil war, and thus abandons his Federation position, and by proxy, his citizenship. Even if something were to happen to him (which it does), the Federation could not interfere on his behalf.
Within the shows themselves, the concept of 'Klingon citizenship' isn't really explained in any great detail but actually being a Klingon seems to be pretty much good enough.
There are a number of examples;
Worf's son has 3/4 Klingon heritage, is a Federation citizen and has never lived a day on Kronos, but is happily accepted to live inside the Klingon Empire and join the Klingon military on request. Although he faces a great deal of species-based racism, his actual credentials as a Klingon national don't seem to be up for discussion.
Worf is a Federation citizen (as a result of his formal adoption) but he's readily accepted into Klingon society after the unpleasantness with his father is cleared up.
A number of Half-Klingon, half-Romulan children are to be taken to the Klingon Homeworld at the end of Birthright, Part II. Worf apparently doesn't anticipate that this will be a problem.
Within the EU we learn a bit more about citizenship of the Klingon Empire.
According to Admiral Akaar, the president had finally threatened to dissolve the Khitomer Accords based on the incidence of a Klingon citizen—the Reman—trying to kill a Federation citizen. Martok had then relented, claiming that the Reman had never lived on Klorgat IV and so did not qualify as a Klingon citizen, thus invalidating both assertions.
For Klingon hybrids and/or those with dual nationality, failure to perform National Service (in the military) will result in the loss of nationality, at least in the post-TOS era.
Well, if they did, the boy would certainly get adequate training in combat and weaponry, and an excellent general education along with it. If they did not … Kevin would have to decide within the next three years whether he would go to the Klingon Empire and perform the required minimum military service, or renounce his Klingon citizenship. The boy knew he would have to make the choice; Korsal kept painfully silent on the subject, although he hated the thought that either of his sons might renounce his father’s heritage.
I do not think that this was ever fully addressed in the series itself, however it was stated that the Rozhenkos adopted Worf after they found him at Kithomer and the Klingon Empire told them that he had no living relatives. Thus it is quite certain that he has, at elast, Federation citizenship, not to mention that this is a prerequisite to being able to apply to StarFleet.
As for Klingon citizenship, we have absolutely no idea how it works. They may not even have such a concept. Worf was able to join and serve on Gowron's ship during the Klingon Civil War, he was still considered as a member of the House of Mogh during the Duras crisis when he was shamed publicly and cast out of the Empire, he was allowed to join and serve under General Martok during the Dominion War and he joined the House of Martok at the invitation of Martok himself.
Klingons seems to apply their traditions more than the rule of law, even when it comes to other species, thus they may not embarass themselves much with codified laws like the Federation has. Though some would say that their traditions are the equivalent of Federation laws. After all, a Ferengi managed to become leader a minor House, against his will and much to his dismay at first.
