Warren Ellis says: "From 1941, when the drugs were apparently very good:
Mr. E appealed for guidance and assistance to a statue of a ancient tribal god named King Kolah which he housed in a subterranean temple beneath his home. Kolah presented Mr. E with visions that led him to criminals. The idol also gave Mr. E the assistance of his elven messengers. The messengers were small gnome-like creatures who could shapeshift into a variety of creatures and wreaked mischief against Mr. E's enemies. One of the messengers was named Butch. Mr. E used his visions and assistant gnomes to fight crime in Washington DC. Mr. E dated a girl named Miss Terry.

Me: To explain a bit, I thought from the beginnig of some African or Oceanic tribemen, but I needed a connection to Washington; Native American became obvious; I then looked for the best fitting tribe 5geographic location, patriarcal and with data available regarding mythology and language).
Iin short, Mister E is an Abenaki.