Sorry about the ambiguity, Kalleh. I'm asking about ethnic (etc.) slurs that were proudly adopted by the victims as their own name, and thereby lost their offensiveness.
Certainly the N-word is used among the African-American community with respect. Certain musicians, I think, take pride in calling themselves "White Trash".
This goes beyond ethnic slurs. The "Big Bang" was originally a slur. There is actually a general linguistic principle about such reversals. Knight, for example, comes from the word meaning knave.