There are at least two ways to answer this, depending on how you are defining the term "political identities."
First, political entities in the developing world have largely been the product of colonialism. It was the colonial powers that set boundaries in places like Africa and, thereby, defined how people would identify themselves politically (at least in terms of citizenship). Because of this, we have countries like Nigeria that are home to many different ethnic groups who are thrown together as "Nigerians" because of European decisions.
Second, colonialism has helped to produce people who identify themselves politically as the the victims of colonialism. For example, developing countries often feel an affinity for one another -- they identify politically with one another when all of them were once colonized. It gives them a political identity -- one which often centers around resentment of the rich world which colonized them.
If I were going to talk about this in class, I would mention these as ways that colonialism has helped to define political identities.