I'm in no position to comment on the early middle ages (anything pre-1000) but when talking about high and later middle ages it's generally not productive to talk about 'states.'

In western Europe you have the major kingdoms but they're not exactly the same as nationality would be. If we take England and Scotland as an example: the nobility in both kingdoms were primarily Norman but the common people wouldn't be. The Scottish nobility (including the King) frequently held lands in England and would swear Fealty to the English crown. Some might even hold lands in France (John Balliol, notoriously unpopular king of Scotland did).

English nobles commonly held lands in France soon after the Norman conquest but that became rarer as time moved on. The Kings of England still did for most of the High & Later Middle Ages. While King John of England may have lost all of the French holdings of the English crown it wasn't too long before they got new ones. Edward I (grandson of John) became the Duke of Gascony and then later still you have the huge acquisitions of land in France under Henry V.

These mixed loyalties complicated the ideas of 'state' and 'nationalism.' When dual loyalty was common what country could you say you belonged to? The language of the courts of England and Scotland was French. Nobles traveled between Kingdoms pretty frequently. English Mercenaries were common in Italy and French nobles were common in the English court. There was some resentment to those French nobles at times (Edward II perhaps most famously struggled with this) but it seems largely to be an objection to new people coming and taking the King's favor rather than the fact that they were french.

Things get even more complicated when you look closely at the governing of the various monarchies. Feudalism is way more complicated in practice than it is in theory and it changed substantially over the course of the middle ages.

That all said, the idea of 'nationalism' in the middle ages is very hotly debated. While I used Scotland as an example others would cite the Declaration of Arbroath and the Scottish Wars of Independence as strong evidence for a Scottish national identity. There is certainly an argument to be made there although I'm not entirely convinced, certainly if it applies anywhere outside Scotland. There is the term 'community of the realm' used in some medieval charters that would suggest an idea of a medieval 'state' but the term is really quite vague on its meaning.

R.W. Southern's The Making of the Middle Ages is a nice short take on High Medieval governance. Not all of his theories are as relevant as they were when he wrote them but his general points are still worth considering.

I don't know if that's a satisfying answer...sorry if it's not...I'll try and provide more information later if I can.

OP is fag