Different nations in Europe

I think it could be possible that Finnish tribes become their own nations at some point in history. These include such as Savonians, Tavastians, Ostrobothnians and (Finnish) Karelians. If there are more Swedish speaking Finns, they could also form their own nation. These would be rather small ones though.
 
With the extreme fragmentation of Europe in recent years, it is hard to imagine additional small countries, at least of recent vintage.

Going the other way...

One possible alternative could be a surviving Great Hungary.

Or a surviving Great Poland.

One must also remember that Europe extends to the Urals.

The Khanate of Kazan might have remained independent of Muscovy, the Golden Horde might still rule the lower Volga, the Khanate of the Crimea might still exist.

Though what it seems you really want are different nationalisms in Europe: not different national states, but different groups who self-identify as nations.

There is of course separatism in Catalonia and Galicia, in Scotland and Wales, and in Corsica.

For a synthetic nation - suppose that after WW II, Stalin proposed East Prussia, or at least the Soviet section, as a Jewish homeland. Let us further imagine that this project attracted the surviving anti-Zionist Orthodox Jews of eastern Europe, such as the Satmar Hasidim. There would be a conflict between the anti-religious Soviets and these Jews, but they might prefer that difficulty to trying to get into the U.S., remaining dispersed among potentially murderous Gentiles, or defying God by moving to Palestine to set up Israel.

OTL, the Satmars moved to the U.S., where they became known for having enormous families. One Satmar matriarch, who died in 2010 at the age of 92, was reputed to have 2,000 living descendants. The original chief rabbi of the group is said to have decreed large families as a response to the Nazi attempt to exterminate all Jews, including them.

With a substantial seed population, and this creed in place, there could be a nation of them by now.

If the
 

Tamandaré

Banned
What about Galicians? They did unluck out when they nobility got exterminated, but that could've not happened.
 
Galicia or Galicia? Don't you hate it when two territories have the same name!

Georgians play great rugby but who does St. George support when they play England?

How about Britonia in north west Iberia like Breizh or Kernow or even Rheged and Ystrad Clud.
 
I've thought of a few nationalities that went extinct before the rise of modern nationalism;

In Britain:
Angles don't merge with the Saxons as a nationality
Brythonic Celts form a single nationality
Anglo-Saxons survive the Norman invasion?

In France:
Aquitainian, a Basque-related nationality
Provencals, a Celtic-related nationality in southern France (basically a continuation of Provence)
Normans could also survive as a nationality

In Italy:
Instead of Tuscan language and culture becoming standard Italian culture, we can see;
Tuscan-Venetian (Northern Italy)
Lombard (Germanic influenced Romance language in Souther Italy?)
Sicilian (Arab, Lombard, Norman infleunces)
Dalmatian (Romance language-speaking group in Croatia, OTL exctinct by 19th century)

In Germany:
Frisians
Saxons
Teutons
 
I've thought of a few nationalities that went extinct before the rise of modern nationalism;


Dalmatian (Romance language-speaking group in Croatia, OTL exctinct by 19th century)

You are mixing language with nationality. Dalmatian was a romance language related to venetian and romanian, and closer to the later than the former. It was divided into several distinct dialects. The Dalmatian identity was always a geographic one and there never was a Dalmatian nationality. The identity was shared by romance and slavic speaking people. The people speaking Dalmatian were isolated from one another and mostly formed the populations of isolated coastal communes/city states. They themselves when refering to their identity stated they belonged to their town, but if they wanted to name the wider identity they belonged to they would call themselves either Romeji=Romans or Latini=Latins to distinguish themselves from the slavic speakers.
 
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