Challenge: 10 Nations

Ah, but they do have a foreign threat bring them together. Namely, the threat of... practically everyone else. At the time, there were many external threats, including Fascist powers in the forming, attempting to remove them from existence.

So...why not do what people usually do in those circumstances?

Alliance/coalition.

Frankly, I don't think such a thing would bring all of Europe (outside Russia) together as one state.
 
I didn't include England though. And while it does start as a coalition, it forms together into one state with time.

Also, there's a reason why they call themselves the European Soviets. The state is actually somewhat decentralized, meaning each country is culturally similar to US states, in that they have their own mini-nationalism, if you will, but also feel loyalty to the over all state enough to feel like belonging to it.
 
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