This is a great question! I’ve been asking this to myself for a while, but I don’t know the answer for sure.
I think that in space, the international maritime laws apply. This means that it would be the same as to be born in the middle of an ocean, in international waters. I think that in that case, you get the nationality of your parents and/or the one of the ship you are on.
However, I do not know what is the nationality of the ISS, being it international. Probably it is the nationality of the country who built it: in the US section, it’s USA; in the Russian section, it’s Russia; in the Japanese module, it’s Japan.
And what about Columbus? That was built by the European Space Agency, different parts in different countries! So for that I reeally don’t know
I think we’d need a space lawyer! 😀