Before the 18th/19th Century, Princes were land owners. You could be spanish and govern the Netherlands, it wasn't such a problem.
Things have been changed with the development of individualism and democracy. Once people had to be involved in the political life of their country, what they were sharing became a lot more important.
If we take the example of France, people weren't considering themselves as French citizens before the Revolution. Before, they were mostly brittons, alsacians, basques or normands. Napoleon's conscription has lead to armies where people coming from all over the country were together. That's how the feeling of being French was birthing.
During the 19th century, the importance of the National identity became a lot stronger. The Austrian Empire started to have severe troubles because of cultural tensions. Germany and Italy started to feel the need to unify each other. From 1800 to 1900, main European powers have changed from a Europe dominated by Royal families to a Europe dominated by nationalities. This is a direct consequence of Individualism and the development of Democracy (we didn't need to be a democracy to become a national state, Germany proved it... but the first countries that has been built around nationalities were democracies).
During the 1st World War, this idea of nationalities started to be perverted. During that war, people became less important than the country. The massacres of that war prove that human life became a lot less significative. We could kill 10,000 soldiers in one battle, if it was to defend the country, it worthed it.
From Individualism to Nationalities... we were now into Nationalism. Hitler is a direct consequence of that development of Nationalism seen as a vertue. Hitler was German but he could have been French or English... at that time... nationalism was strong and well seen everywhere. Nationalism was also strong in Russia (even if it was a "communist" country). Stalin didn't care of using human flesh to stop nazies. Stalin didn't care of the hungers in Leningrad... what counted was only USSR, not its people.
After the 2nd World War... europeans (finally) realized how destructive could be nationalism. From a vertue, it became one of the worst vice. It's still seen this way in Europe.
Because of the Nationalist virus, Europe has started 2 World Wars. Europe killed itself during the 20th century because of that disease (because nationalism is a disease). Nationalism is definitly something we still need to fight fearcely.