Actors of different ethnicities have played Vulcans, Klingons, Romulans, Cardassians, Bajorans, Hirogen, Jem'Hadar, and others. As far as aliens' own ethnicities go, you could divide them up by different makeup designs -- Romulans with ridged foreheads vs. smooth foreheads, Andorians with antennae on the front vs. the back of the head, Trill with spots vs. Trill with forehead bumps, etc. Although it's trickier when a single character's makeup changes over time, like Ensign Ro losing that U-shaped ridge at the top of her nose in her last appearance.