For the most part, tribal identities have been lost through the generations, and the majority of Jews do not know which tribe they are from.
There are a number of people whose families have passed down their identity as Kohanim (Priests) or Levites, which means they descend from the tribe of Levi. There are also a handful of non-Levite families who can trace their ancestry to a particular tribe, but these are few and far between.
When the Messiah comes, we will all find out which tribes we are from. So if this bit of information is important to you, do your best to hasten his arrival! For more on that, check out our Moshiach and the Future Redemption section.