George Harris (Trinidad)
Sir Tim O'Brien (Ireland)
Pelham Warner (Trinidad)
Frederick Fane (Ireland)
Douglas Jardine (India)
Gubby Allen (Australia)
Freddie Brown (Peru)
Donald Carr (Germany)
Colin Cowdrey (India)
Ted Dexter (Italy)
Mike Denness (Scotland)
Tony Greig (SA)
Allan Lamb (SA)
Nasser Hussain (India)
Kevin Pieterson (SA)
May have missed 1-2.
I believe the selecting of non England and Welsh born captains isn't a new thing, that is of course separate from debate about how English a player is though.