I've seen a lot, but not nearly all, Arnold Schwarzenegger films. And he almost always plays an American, who is never referred to as being an immigrant or something like that. Even when playing a machine in the Terminator franchise, there's nothing in-universe about why his terminator has an accent while all other terminators don't.
So has there ever been a movie where his accent is addressed in-universe? Either by his character actually being from Austria, or by some dialogue in the movie referencing the fact that he has an accent?