Many people today are obsessed with borders and regaining control of their borders, but before the late 18th century, there were no real nation states to speak of. Before Napoleon's conquest, what we now call Germany, was part of the Holy Roman Empire and it consisted of 300 to 360 semi-independent principalities, duchies, and free imperial cities.
There was time when If you travelled across Europe, no one asked for your passport at borders; neither passports or borders as we know them, existed. What wealthy people carried were ‘Letters of Recommendation ’and ‘Letters of Credit’. People had ethnic and cultural identities, but these didn't really define the political entity they lived in.
In the 18th century, the Dutch and Swiss needed no central government at all. Many eastern European immigrants arriving in the U.S. in the 19th century, could say what village they came from, but not what country, because it didn't matter to them. In 1800, almost nobody in France thought themselves French, but by 1900, they all did.
The revolutions in the U.S. in 1776 and in France in 1789, created the first nation states defined by the national identity of their citizens rather than the bloodlines of their rulers. At the Revolution in 1789, half the residents of France did not speak French. In 1860, when Italy was unified, only 2.5% of residents regularly spoke standard Italian. The leaders of the Risorgimento spoke French to each other. One of them famously said that, having created Italy, they now had to create Italians.
People in England had an earlier sense of 'Englishness', but it wasn't expressed as nationalist ideology. Great Britain is really a political construct that came into being with the Act of Union with Scotland in 1707.
The Anglo-Irish political scientist, Benedict Anderson, coined the term "imagined communities", to describe nation states. Anderson argued that mass market books, standardised vernaculars and newspapers, allowed people to learn about events of common concern, creating a large 'horizontal' community that was previously impossible. A national identity was also fostered by state funded education and the development of far reaching bureaucracies, needed to run complex industrial societies, aided this ideological process of a national identity.
People have always had a sense of belonging to numerous different groups based on religion, background, and much more. There's no doubt that what we understand by a Scottish identity, is very much tied up with writings and imagination, of Sir Walter Scott.

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