Has he/you been back to Russia (I think that is where you said you emmigrated from--forgive me if I remembered incorrectly) to see and maybe connect with his heritage a bit?
I am also the child of immigrants--the first one in my family to be born in America. When I was 15 I went to Denmark, went to school there, met more of my family, etc. It had quite an impact on me. I actually felt like I fit in somewhere, something that I had not experienced before (I also grew up w/o TV and friends). The 3rd world thing is a heck of an idea, but he might feel just as alienated there as he does here. But then, at 15, we all felt alienated from something.
Good luck to you both.