It's not necesarilly a common sentiment per say, countless countries and empires throughout Europes history were put down, defeated, and consumed by those more superior, with no immediate consequences. However, you can definately attribute the rise of nationalism and patriotism to the demoralization and shock factor to a country losing a war. Or, at least, as we know it. Long ago, Slavs being conquered by Germans, or Germans being conquered by Slavs, or Germans being conquered by Frenchmen, whatever it was, wasn't as bad until Nationalism lead to people being more and more resentful if they were detached from their "homeland". Losing a war always had its prices and resentments, but resentment at a public, individual scale, become more and prominent as history moved on. Historically, the concept of "Winner takes all", wasn't as opposed or looked down upon farther back in history than they are in more modern history. By the 19th and 20th centuries, it was no longer widely acceptable to annex entire countries or swathes of territory (though, it still happened there and there nonetheless.) That is, however, not to say that people simply rolled over and accepted the defeat of their nation, or accepted occupation.

To combat the above with some late-in-history examples, I would suggest the Hundred Years War. Throughout the course of the war, France and England took turns of winning and losing, largely on French territory. Near the end, however, England eventually controlled much of France, with victory in its sights. People all across France were demoralized by the dominance of the English over their people and country. They didn't like the English, and they wanted France to push them out. They were, I guess you could say, "demoralized" by the fact that France was cornered into such a situation.They refused to give up, and still dreamt of reclaiming their territory and restoring France to its former glory. The point here, is that the losses that France sustained throughout the war, had a deep effect on that of the French people. Eventually, this lead to France rallying against the English, with the help of Joan of Arc, to expel the English from all of France. Even though France was on the brink of defeat, the simple rallying of the French who wanted to prevent France of becoming English, gave it the push it needed.

Another example, even better than the above, would be the Thirty Years War, which took place between 1618-1648. It was one of the longest, and most destructive conflicts in European History, with over 8 Million casualties overall, including Civilians. The Thirty Years War, perhaps more importantly, is considered by many Germans, as late as the 1960's, to be the largest disaster that happened to Germany, exceeding that of both of the World Wars (Source: The Thirty Years War: Europes Tragedy by Peter H. Wilson). Because severe atrocities were inflicted by many sides throughout the war (about 1/4th of Germans died in the war), the war was seen as humilitating and demoralizing to Germans across Europe, and lead to wide decentralization and fragmentation of German states.

On the grand scale of things, however, people during the medieval and classical times usually didn't take too much time to ponder on whether or not they agreed with a war, or how their country performed. Back then, most people were peasants, serfs, or farmers, and didn't particularly care who ruled them. Most peasants simply wanted to live a quiet life, and only fought in raised armies resentfully in hopes of returning to their farm one day in one piece. They weren't educated enough to care enough about the geopolitical factors of their country going to war, most peasants simply knew the land they grew up in, their king/queen and lords, and not much else. Someone living in the farmland around Paris, for example, would have little in common with anyone from Marseilles, or Lyon (more specifically, they would know little about anyone from there, so how/why should they care?), so, in the grand scheme of things, why should they care if said territory was to be theoretically annexed away from "France"? This is even more prevalent in Italy, where people were divided by so many natural barriers, that unification of Italy was difficult because most Italians had nothing in common with the Italains on the other side of a mountain or wide river.

So, I guess, yes and no.

Sources

The Thirty Years War: Europe's Tragedy by Peter H. Wilson

The Pursuit of Italy by David Gilmour (for the comments about Italy in the last paragraph)