It's interesting how different concepts denoting essentially one empirical thing - a person living and working out of his/her country - have different social class connotations.
Thus: 1. émigré - refers to a "high class person" an intellectual or an aristiocrat 2. immigrant - refers to a "worthy" commoner coming to the US 3. expatriate - refers to a US-er living abroad (emigration fro the US is unthinkable!) 4. alien - refers to a newcomer to the US from a US-friendly dictatorship or client state; it also implies a newcomer that is "unworthy" and contemptible, almost "non-human" 5. refugee - refers to a newcomer to the US from a US-hostile dictatorship, still "low class" but evoking pity.
It is interesting that the US did not adopt the German term Gastarbeiter (meaning "guest worker") - I presume to avoid any hints that these people have been 'invited.' "Undocumented worker" seems to be the most frequently used euphemism.
Wojtek