This phenomenon is a subset of a larger tendency, which goes under several names. About twenty years ago I went to a film, which concerned an Italian Gastarbeiter in German-speaking Switzerland. He came to dispise his heritage, dieing his hair blond and loudly denouncing Italians in bars. Eventually he got over it.
Another example (and this is really a reach, but the tendency is very widespread) is the Eta (the so-called "untouchables") in Japan. They strive to pass, but there are said to be books where one can look up Eta surnames so as to make sure that one's daughter doesn't marry one. There is one subway stop in Tokyo in a district where Eta are concentrated. Some Eta are said to travel on to the next stop, and walk back, so that their status will not be detected.
Perhaps this kind of thing is related to the Stockholm syndrome, whereby hostages come to identify with their captors.
The phenomenon probably existed in classical antiquity, but no examples spring to mind. Some might conclude that there is internalized homophobia in Petronius--but it may just be hyper-campiness.
During the Middle Ages, the dominant society held that marginal people (heretics, Jews, sodomites) s h o u l d hate themselves. What's the problem, already? Or so the authorities would say.
At all events, the first scholar I know of who addressed the matter was the Viennese Theodor Lessing, who introduced the term "juedischer Selbsthass" (Jewish self-hatred) in 1930. Lessing concentrated on Otto Weininger, indeed a sad case, but the matter has been traced back to the early 19th century in Germany with such figures as Rahel Varnhagen and Heinrich Heine. Walter Rathenau, the great industrialist of a hundred years ago, was said to be self-critical both of his Jewishness and his homosexuality (the latter was surmised by Count Kessler, but not proven.)
My friend holds that many are too quick to cast these aspersions of internalized self-hatred. In some instances, the person who holds the views may simply have a different concept of the group interest. Some years back if one didn't support the aims of "gay revolution" one risked being assailed as harboring internalized homophobia.
Yet there seems to be a certain core of truth in the allegation that some have bought into disparaging concepts of their own group. After all, the concepts of black pride and gay pride were introduced to combat the tendency.